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~subject:"Realized Covariance"
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Realized Covariance
Volatility
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Volatilität
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Leverage effects
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leverage effects
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Kapitaleinkommen
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Capital income
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block structures
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Asai, Manabu
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McAleer, Michael
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Tinbergen Instituut
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The Impact of Jumps and Leverage in Forecasting Co-Volatility
Asai, Manabu
;
McAleer, Michael
-
Tinbergen Instituut
-
2015
The paper investigates the impact of jumps in forecasting co-volatility, accommodating
leverage
effects
. We modify the …
Persistent link: https://www.econbiz.de/10011257254
Saved in:
2
The Impact of Jumps and Leverage in Forecasting Co-Volatility
Asai, Manabu
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2015
The paper investigates the impact of jumps in forecasting co-volatility, accommodating
leverage
effects
. We modify the …
Persistent link: https://www.econbiz.de/10011272957
Saved in:
3
The Impact of Jumps and Leverage in Forecasting Co-Volatility
Asai, Manabu
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2015
__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating
leverage
effects
…
Persistent link: https://www.econbiz.de/10011274348
Saved in:
4
The Impact of Jumps and Leverage in Forecasting Co-Volatility
Asai, Manabu
;
McAleer, Michael
-
2015
The paper investigates the impact of jumps in forecasting co-volatility, accommodating
leverage
effects
. We modify the …
Persistent link: https://www.econbiz.de/10010491398
Saved in:
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