[Elsevier] Risks of heterogeneously persistent higher moments

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journal:International Review of Financial Analysis

Authors:Jozef Baruník; Josef Kurka

Published date:2024-11-

DOI:10.1016/j.irfa.2024.103573

PDF link:https://www.sciencedirect.com/sc ... 057521924005052/pdf

Article link:https://doi.org/10.1016/j.irfa.2024.103573

Article Source:Elsevier BV。


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