Browsing by Subject jump intensity
Showing results 1 to 1 of 1
Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
---|---|---|---|---|---|---|---|
2022 | Forecasting realized volatility: New evidence from time-varying jumps in VIX | - | Dutta, Anupam ; Das, Debojyoti | Journal of Futures Markets | Vol.42 | Iss.12 | 2165-2189p. |