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!

PublicationDate of PublicationType
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
2020-07-10Paper
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Journal of Econometrics
2015-06-08Paper


Research outcomes over time


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