Journal Article

The Factor Structure of Jump Risk

Journal of Econometrics
Author(s)

Torben Gustav Andersen

Yi Ding

Viktor Todorov

Seunghyeon Yu

Date Published: 2026
Citations: Andersen, Torben Gustav, Yi Ding, Viktor Todorov, Seunghyeon Yu. 2026. The Factor Structure of Jump Risk. Journal of Econometrics.
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