Journal Article

A Reduced Form Framework for Modeling and Forecasting Jumps and Volatility in Speculative Prices

Journal of Econometrics
Author(s)

Torben Gustav Andersen

Tim Bollerslev

Xin Huang

Date Published: 2011
Citations: Andersen, Torben Gustav, Tim Bollerslev, Xin Huang. 2011. A Reduced Form Framework for Modeling and Forecasting Jumps and Volatility in Speculative Prices. Journal of Econometrics. 176-189.