Andersen, T., Bollerslev, T., & Diebold, F. X. (2005). Roughing it up: Including jump components in the measurement, modeling and forecasting of return volatility. National Bureau of Economic Research.
Chicago-Zitierstil (17. Ausg.)Andersen, Torben, Tim Bollerslev, und Francis X. Diebold. Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility. Cambridge, Mass: National Bureau of Economic Research, 2005.
MLA-Zitierstil (9. Ausg.)Andersen, Torben, et al. Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility. National Bureau of Economic Research, 2005.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.