Realized volatility transmission : the role of jumps and leverage effects
Year of publication: |
2014
|
---|---|
Authors: | Souček, Michael ; Todorova, Neda |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 122.2014, 2, p. 111-115
|
Subject: | Volatility transmission | Jumps | Leverage effects | Realized volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income |
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