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~language:"eng"
~person:"Duong, Diep"
~person:"Elliott, Graham"
~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Volatility
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Volatilität
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forecasting
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jump power variations
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jump test
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Duong, Diep
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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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