Time-varying conditional discrete jumps in emerging African equity markets
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More about this item
KeywordsConditional discrete jump; Poisson process; ARJI-EGARCH; Thin-trading; Emerging equity markets;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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