Open AccessThe Contribution of Jump Activity and Sign to Forecasting Stock Price Volatility
Author(s) -
Ruijun Bu,
Rodrigo Hizmeri,
Marwan Izzeldin,
Anthony Murphy,
Mike G. Tsionas
Publication year - 2020
Publication title -
federal reserve bank of dallas, working papers
Language(s) - English
DOI - 10.24149/wp1902r1
Subject(s) - jump , volatility (finance) , stock price , economics , sign (mathematics) , stock (firearms) , econometrics , financial economics , mathematics , series (stratigraphy) , engineering , geology , physics , paleontology , mathematical analysis , quantum mechanics , mechanical engineering