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

Research output: Contribution to conference › Paper › peer-review

Original language	English
Publication status	Published - 2023
Event	The Society for Financial Econometrics (SoFiE) 2023 Annual Conference - Duration: 16 Jun 2023 → … https://sofie2023seoul.skku.edu/sofie/index.do

Conference	The Society for Financial Econometrics (SoFiE) 2023 Annual Conference
Period	16/06/23 → …
Internet address	https://sofie2023seoul.skku.edu/sofie/index.do

Cite this

@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",

}