The Impact of Jumps and Leverage in Forecasting Covolatility

Econometric Reviews - United States
doi 10.1080/07474938.2017.1307326
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Informa UK Limited

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy