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Modeling and forecasting realized volatility : getting the most out of the jump component

Adam E. Clements; Yin Liao
Year of publication:
2013
Authors: Clements, Adam ; Liao, Yin
Publisher: [S.l.] : National Centre for Econometric Research
Subject: Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Wechselkurs | Exchange rate | Theorie | Theory | Aktienindex | Stock index
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