✦ LIBER ✦
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
✍ Scribed by Atak, Alev; Kapetanios, George
- Book ID
- 120394529
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 363 KB
- Volume
- 120
- Category
- Article
- ISSN
- 0165-1765
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