Diep Duong
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Person:2347736
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Volatility in discrete and continuous-time models: a survey with new evidence on large and small jumps Missing Data Methods: Time-Series Methods and Applications | 2020-07-10 | Paper |
| Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction Journal of Econometrics | 2015-06-08 | Paper |
Research outcomes over time
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