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

  • Cardiff University

Research output: Contribution to conferencePaperpeer-review

Original languageEnglish
Publication statusPublished - 2023
EventThe Society for Financial Econometrics (SoFiE) 2023 Annual Conference -
Duration: 16 Jun 2023 → …
https://sofie2023seoul.skku.edu/sofie/index.do

Conference

ConferenceThe Society for Financial Econometrics (SoFiE) 2023 Annual Conference
Period16/06/23 → …
Internet address

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