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Output details

18 - Economics and Econometrics

Output 16 of 54 in the submission

Article title

Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling

Type

D - Journal article

DOI

Title of journal

Journal of Business and Economic Statistics

Article number

Volume number

Issue number

First page of article

368

ISSN of journal

1537-2707

Year of publication

2012

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Citation count

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract