Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps

Yin Liao, Heather M. Anderson and Farshid Vahid

Year of publication:	2010
Authors:	Liao, Yin ; Anderson, Heather M. ; Vahid, Farshid
Publisher:	Clayton : Monash Univ., Dep. of Econometrics and Business Statistics
Subject:	Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Multivariate Analyse \| Multivariate analysis

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