Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference47 articles.
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4. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;The Review of Economics and Statistics,2007
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