The contribution of intraday jumps to forecasting the density of returns (Q2181523)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The contribution of intraday jumps to forecasting the density of returns |
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The contribution of intraday jumps to forecasting the density of returns (English)
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19 May 2020
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density forecasting
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jumps
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realized volatility
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median realized volatility
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leverage effect
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