Cite
HARVARD Citation
Zhou, C. et al. (2020). Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions. Journal of futures markets. 40 (3), pp. 460-478. [Online].
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Zhou, C. et al. (2020). Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions. Journal of futures markets. 40 (3), pp. 460-478. [Online].