Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
| Year of publication: |
2007
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|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 89.2007, 4, p. 701-720
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