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Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes. (arXiv:2202.00793v1 [econ.EM]) http://arxiv.org/abs/2202.00793
Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes. (arXiv:2202.00793v1 [econ.EM]) http://arxiv.org/abs/2202.00793