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~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of economics and statistics"
~isPartOf:"Working paper"
~person:"Andersen, Torben"
~subject:"Volatility"
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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