Open AccessRealized Jumps on Financial Markets and Predicting Credit Spreads
Author(s) -
George Tauchen,
Hao Zhou
Publication year - 2006
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2006.35
Subject(s) - jump , econometrics , economics , bond , volatility (finance) , equity (law) , bond market , credit spread (options) , treasury , interest rate , financial market , financial economics , monetary economics , finance , physics , archaeology , quantum mechanics , political science , law , history
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