Roughing it up: including jump components in the measurement, modeling and forecasting of return volatility
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2005
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
11775 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 31, [16] S. graph. Darst. |
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| spelling | Andersen, Torben Verfasser (DE-588)128603259 aut Roughing it up including jump components in the measurement, modeling and forecasting of return volatility Torben G. Andersen ; Tim Bollerslev ; Francis X. Diebold Cambridge, Mass. National Bureau of Economic Research 2005 31, [16] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 11775 Ökonometrisches Modell Rate of return Econometric models Bollerslev, Tim 1958- Verfasser (DE-588)128603593 aut Diebold, Francis X. 1959- Verfasser (DE-588)123909104 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 11775 (DE-604)BV002801238 11775 http://papers.nber.org/papers/w11775.pdf kostenfrei Volltext |
| spellingShingle | Andersen, Torben Bollerslev, Tim 1958- Diebold, Francis X. 1959- Roughing it up including jump components in the measurement, modeling and forecasting of return volatility National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Rate of return Econometric models |
| title | Roughing it up including jump components in the measurement, modeling and forecasting of return volatility |
| title_auth | Roughing it up including jump components in the measurement, modeling and forecasting of return volatility |
| title_exact_search | Roughing it up including jump components in the measurement, modeling and forecasting of return volatility |
| title_exact_search_txtP | Roughing it up including jump components in the measurement, modeling and forecasting of return volatility |
| title_full | Roughing it up including jump components in the measurement, modeling and forecasting of return volatility Torben G. Andersen ; Tim Bollerslev ; Francis X. Diebold |
| title_fullStr | Roughing it up including jump components in the measurement, modeling and forecasting of return volatility Torben G. Andersen ; Tim Bollerslev ; Francis X. Diebold |
| title_full_unstemmed | Roughing it up including jump components in the measurement, modeling and forecasting of return volatility Torben G. Andersen ; Tim Bollerslev ; Francis X. Diebold |
| title_short | Roughing it up |
| title_sort | roughing it up including jump components in the measurement modeling and forecasting of return volatility |
| title_sub | including jump components in the measurement, modeling and forecasting of return volatility |
| topic | Ökonometrisches Modell Rate of return Econometric models |
| topic_facet | Ökonometrisches Modell Rate of return Econometric models |
| url | http://papers.nber.org/papers/w11775.pdf |
| volume_link | (DE-604)BV002801238 |
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