The role of jumps in anticipating volatility

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

Iaith wreiddiol	Saesneg
Statws	Cyhoeddwyd - 2022
Digwyddiad	European Financial Management Association Annual Conference 2022 - Cardiff, Y Deyrnas Unedig Hyd: 28 Meh 2023 → … https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2023-UK/papers/EFMA%202023_stage-4455_question-Full%20Paper_id-284.pdf

Cynhadledd	European Financial Management Association Annual Conference 2022
Gwlad/Tiriogaeth	Y Deyrnas Unedig
Dinas	Cardiff
Cyfnod	28/06/23 → …
Cyfeiriad rhyngrwyd	https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2023-UK/papers/EFMA%202023_stage-4455_question-Full%20Paper_id-284.pdf

Dyfynnu hyn

@conference{2ecbb33b0c104a08bda0e894017fce4a,

title = "The role of jumps in anticipating volatility",

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

year = "2022",

language = "English",

note = "European Financial Management Association Annual Conference 2022 ; Conference date: 28-06-2023",

url = "https://www.efmaefm.org/0EFMAMEETINGS/EFMA\%20ANNUAL\%20MEETINGS/2023-UK/papers/EFMA\%202023\_stage-4455\_question-Full\%20Paper\_id-284.pdf",

}