The refinement of signed jumps for drift bias and its implication to volatility prediction

Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid

Iaith wreiddiol	Saesneg
Statws	Cyhoeddwyd - 2023
Digwyddiad	The Society for Financial Econometrics (SoFiE) 2023 Annual Conference - Hyd: 16 Meh 2023 → … https://sofie2023seoul.skku.edu/sofie/index.do

Cynhadledd	The Society for Financial Econometrics (SoFiE) 2023 Annual Conference
Cyfnod	16/06/23 → …
Cyfeiriad rhyngrwyd	https://sofie2023seoul.skku.edu/sofie/index.do

Dyfynnu hyn

@conference{d4f1327684674d92a371db82b2f51c55,

title = "The refinement of signed jumps for drift bias and its implication to volatility prediction",

author = "Kevin Evans and Dudley Gilder and Kefu Liao",

year = "2023",

language = "English",

note = "The Society for Financial Econometrics (SoFiE) 2023 Annual Conference ; Conference date: 16-06-2023",

url = "https://sofie2023seoul.skku.edu/sofie/index.do",

}