ROUGHING IT UP: INCLUDING JUMP COMPONENTS IN THE MEASUREMENT, MODELING AND FORECASTING OF RETURN VOLATILITY
| Year of publication: |
2005
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2005, 11775
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