Financial Market Volatility and Jumps
Year of publication: |
2007-05-07
|
---|---|
Authors: | Huang, Xin |
Other Persons: | Bollerslev, Tim (contributor) ; Tauchen, George (contributor) ; Gallant, A. Ronald (contributor) ; Eraker, Bjorn (contributor) |
Subject: | Stochastic Volatility | Jump | Realized Variance | Bipower Variation | Macroeconomic News Announcements | Economic Derivatives |
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