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Continuous and jump betas : implications for portfolio diversification
Alexeev, Vitali, (2016)
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali, (2017)
Time-Varying Continuous and Jump Betas : The Role of Firm Characteristics and Periods of Stress
Alexeev, Vitali, (2019)