Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
Publication
, Scholarly Edition
Andersen, TG; Bollerslev, T; Diebold, FX
September 2003
Duke Scholars
Publication Date
September 2003
Citation
APA
Chicago
ICMJE
MLA
NLM
Andersen, T. G., Bollerslev, T., & Diebold, F. X. (2003). Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility.
Andersen, Torben G., Tim Bollerslev, and Francis X. Diebold. “Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility,” September 2003.
Andersen TG, Bollerslev T, Diebold FX. Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility. 2003.
Andersen, Torben G., et al. Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility. Sept. 2003.
Andersen TG, Bollerslev T, Diebold FX. Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility. 2003.
Publication Date
September 2003