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~isPartOf:"Economics letters"
~person:"Castle, Jennifer"
~person:"Härdle, Wolfgang"
~person:"Kapetanios, George"
~subject:"Jump tests"
~subject:"Regression analysis"
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A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
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