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Journal of empirical finance
Working Papers / Department of Economics, Management School
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The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
2
Identifying the underlying components of high-frequency data : pure vs jump diffusion processes
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Urga, Giovanni
- In:
Journal of empirical finance
81
(
2025
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015405342
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