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
Published In
Review of Financial Studies.
Publication Date
2007
Citation
APA
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