Threshold bipower variation and the impact of jumps on volatility forecasting
Econometrics, 2010-12, Vol.159 (2), p.276-288 [Peer Reviewed Journal]Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2010.07.008
Digital Resources/Online E-Resources
|
||||
 |
INSPIRE LIBRARY - TON DUC THANG UNIVERSITY |  |
(84-028) 37 755 057 | Feedback |
| 19 Nguyen Huu Tho St. Dist.7, HCM |  |
thuvien@tdtu.edu.vn | ||