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~institution:"The Wharton Financial Institutions Center"
~subject:"Forecasting model"
~subject:"Risk"
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
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contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
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Bollerslev, Tim
(
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)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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