@article{longhorizonreturnpredictabilityfrom,
  title = {Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes},
  author = {Meng-Chen Hsieh and Clifford Hurvich and Philippe Soulier},
  year = {2022},
  eprint = {2202.00793},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2202.00793v1},
}