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~isPartOf:"Global COE Hi-Stat Discussion Paper Series"
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bipower variation
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bond
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threshold estimation
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Volatility Forecasting: The Jumps Do Matter
Corsi, Fulvio
;
Pirino, Davide
;
Reno, Roberto
-
Institute of Economic Research, Hitotsubashi University
-
2009
based on the joint use of bipower variation and
threshold
estimation
. With respect to alternative methods, our TMPV …
Persistent link: https://www.econbiz.de/10005784004
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