A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects
Publication
, Scholarly Edition
Bollerslev, T; Kretschmer, U; Pigorsch, C; Tauchen, G
Duke Scholars
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Bollerslev, T., Kretschmer, U., Pigorsch, C., & Tauchen, G. (n.d.). A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects.
Bollerslev, Tim, Uta Kretschmer, Christian Pigorsch, and George Tauchen. “A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects,” n.d.
Bollerslev T, Kretschmer U, Pigorsch C, Tauchen G. A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects.
Bollerslev, Tim, et al. A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects.
Bollerslev T, Kretschmer U, Pigorsch C, Tauchen G. A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects.