Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Torben G. Andersen, Tim Bollerslev, and Francis X. Diebold
| Year of publication: |
2007
|
|---|---|
| Authors: | Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 89.2007, 4, p. 701-720
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Währungsderivat | Currency derivative | Futures | Theorie | Theory | USA | United States | 1990-2002 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003567164