The Impact of Jumps and Leverage in Forecasting Co-Volatility

M Asai, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageEnglish
Place of PublicationRotterdam
EditionEI report serie EI 2015-06
Publication statusPublished - 2015

Publication series

SeriesEI report serie
VolumeEI 2015-06

Research programs

  • EUR ESE 31

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