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Applied Economics Letters Volume 29, 2022 - Issue 20
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Research Article

Should (Co)jump variation be included in asset allocation?

Zirong ChenDepartment of Antai College of Economics and Management, Shanghai Jiaotong University, Shanghai, ChinaORCID Iconhttps://orcid.org/0000-0002-9376-9008View further author information
ORCID Icon,
Haonan LinDepartment of Antai College of Economics and Management, Shanghai Jiaotong University, Shanghai, ChinaORCID Iconhttps://orcid.org/0000-0003-4283-8306View further author information
ORCID Icon &
Xu ZhengDepartment of Antai College of Economics and Management, Shanghai Jiaotong University, Shanghai, ChinaCorrespondence[email protected]
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Pages 1868-1875 | Published online: 09 Sep 2021

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