Some Like it Smooth, and Some Like it Rough : Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
Year of publication: |
[2003]
|
---|---|
Authors: | Andersen, Torben G. |
Other Persons: | Bollerslev, Tim (contributor) ; Diebold, Francis X. (contributor) |
Publisher: |
[2003]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2003 erstellt |
Other identifiers: | 10.2139/ssrn.473204 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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