Scholars@Duke publication: Roughing it Up: Disentangling Continuous and Jump Components in Measuring, Modeling and Forecasting Asset Return Volatility.

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Roughing it Up: Disentangling Continuous and Jump Components in Measuring, Modeling and Forecasting Asset Return Volatility.

Publication , Journal Article

Bollerslev, T; Anderson, TG; Diebold, FX

Published in: Review of Financial Studies.

2007

Duke Scholars

Author Tim Bollerslev Economics

Published In

Review of Financial Studies.

Publication Date

2007

Citation

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Chicago

ICMJE

MLA

NLM

Bollerslev, T., Anderson, T. G., & Diebold, F. X. (2007). Roughing it Up: Disentangling Continuous and Jump Components in Measuring, Modeling and Forecasting Asset Return Volatility. Review of Financial Studies.

Bollerslev, Tim, Torben G. Anderson, and Francis X. Diebold. “Roughing it Up: Disentangling Continuous and Jump Components in Measuring, Modeling and Forecasting Asset Return Volatility.” Review of Financial Studies., 2007.

Bollerslev T, Anderson TG, Diebold FX. Roughing it Up: Disentangling Continuous and Jump Components in Measuring, Modeling and Forecasting Asset Return Volatility. Review of Financial Studies. 2007;

Bollerslev, Tim, et al. “Roughing it Up: Disentangling Continuous and Jump Components in Measuring, Modeling and Forecasting Asset Return Volatility.” Review of Financial Studies., 2007.

Bollerslev T, Anderson TG, Diebold FX. Roughing it Up: Disentangling Continuous and Jump Components in Measuring, Modeling and Forecasting Asset Return Volatility. Review of Financial Studies. 2007;

Published In

Review of Financial Studies.

Publication Date

2007