Open AccessThe Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
Author(s) -
Rodrigo Hizmeri,
Marwan Izzeldin,
Anthony Murphy,
Mike G. Tsionas
Publication year - 2019
Publication title -
federal reserve bank of dallas, working papers
Language(s) - English
DOI - 10.24149/gwp1902
Subject(s) - jump , volatility (finance) , stock price , stock (firearms) , economics , financial economics , econometrics , monetary economics , engineering , series (stratigraphy) , geology , physics , quantum mechanics , mechanical engineering , paleontology