The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks

✍ Scribed by Liao, Yin

• Book ID: 122370620
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 274 KB
• Volume: 23
• Category: Article
• ISSN: 0927-538X
• DOI: 10.1016/j.pacfin.2013.01.002