Work

The economic value of volatility timing with realized jumps

Year: 2015

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2015.03.019

Authors: Ingmar Nolte, Qi Xu

Institutions: Lancaster University, University of Warwick

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124513596

FWCI: 1.915

Cites: 46

Cited by: 27

Related to: 10