Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Patton, AJ; Sheppard, K

Published Date

  • July 2015

Published In

Volume / Issue

  • 97 / 3

Start / End Page

  • 683 - 697

Electronic International Standard Serial Number (EISSN)

  • 1530-9142

International Standard Serial Number (ISSN)

  • 0034-6535

Digital Object Identifier (DOI)

  • 10.1162/REST_a_00503