Showing 1 - 10 of 59
Persistent link: https://www.econbiz.de/10005707225
Persistent link: https://www.econbiz.de/10005490499
__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects … for forecasting weekly and monthly horizons. …
Persistent link: https://www.econbiz.de/10011274348
Persistent link: https://www.econbiz.de/10005346247
Persistent link: https://www.econbiz.de/10005346261
Persistent link: https://www.econbiz.de/10005346365
Persistent link: https://www.econbiz.de/10005346430
Persistent link: https://www.econbiz.de/10005346472
Persistent link: https://www.econbiz.de/10005346525
Persistent link: https://www.econbiz.de/10005346567