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 Style (17th ed.) CitationAndersen, Torben, Tim Bollerslev, and 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 (9th ed.) CitationAndersen, Torben, et al. Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility. National Bureau of Economic Research, 2005.
Warning: These citations may not always be 100% accurate.