Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction |
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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (English)
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8 June 2015
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realized volatility
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jump power variations
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downside risk
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semivariances
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market microstructure
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volatility forecasts
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jump test
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