The economic value of volatility timing with realized jumps
نویسندگان
چکیده
منابع مشابه
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps * Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps *
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ژورنال
عنوان ژورنال: Journal of Empirical Finance
سال: 2015
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2015.03.019