Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Diep Duong
Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction
SSRN Electronic Journal
Related publications
Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility
Review of Economics and Statistics
Economics
Econometrics
Social Sciences
Aggregation of Empirical Evidence
Volatility Jumps and Their Economic Determinants
Journal of Financial Econometrics
Economics
Econometrics
Finance
Modeling Volatility Smile: Empirical Evidence From India
Journal of Derivatives & Hedge Funds
Effects of Growth Volatility on Economic Performance – Empirical Evidence From Turkey
European Journal of Operational Research
Information Systems
Simulation
Management Science
Management
Computer Science
Modeling
Operations Research
The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives
Finance and Economics Discussion Series
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence
Quantitative Finance Letters
Impacts of Exchange Rate Volatility on Macroeconomic and Financial Variables: Empirical Evidence From PVAR Modeling
