Replication data for: Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
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资源简介：
Patton, Andrew J., and Sheppard, Kevin, (2015) "Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility." Review of Economics and Statistics 97:3, 683-697.
创建时间：
2015-08-31
