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.