Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold

Journal: Review of Economics and Statistics

Publisher: MIT Press - Journals

Citations are the number of DOI-registered works in Crossref that cite this paper; references are how many works it cites. Full text is on the publisher site via the DOI link.