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【作者(必填)】Andrew J. Patton and Kevin Sheppard
【文题(必填)】Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility
【年份(必填)】2015
【全文链接或数据库名称(选填)】Review of Economics and Statistics, July 2015, Vol. 97, No. 3 , Pages 683-697
(doi: 10.1162/REST_a_00503)
http://www.mitpressjournals.org/doi/pdf/10.1162/REST_a_00503