The role of jumps in anticipating volatility

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

Original language	English
Publication status	Published - 2022
Event	European Financial Management Association Annual Conference 2022 - Cardiff, United Kingdom Duration: 28 Jun 2023 → … https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2023-UK/papers/EFMA%202023_stage-4455_question-Full%20Paper_id-284.pdf

Conference	European Financial Management Association Annual Conference 2022
Country/Territory	United Kingdom
City	Cardiff
Period	28/06/23 → …
Internet address	https://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2023-UK/papers/EFMA%202023_stage-4455_question-Full%20Paper_id-284.pdf

Cite this

@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",

}