The impact of jumps and leverage in forecasting covolatility (Q5864641)
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scientific article; zbMATH DE number 7538210
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| English | The impact of jumps and leverage in forecasting covolatility |
scientific article; zbMATH DE number 7538210 |
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The impact of jumps and leverage in forecasting covolatility (English)
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8 June 2022
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covolatility
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forecasting
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jump
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leverage effects
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realized covariance
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threshold estimation
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0.86635125
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0.86113423
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0.8446113
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0.8433857
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0.83865464
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0.83850336
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0.83805823
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