Article

Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers

Details

Citation

McMillan D (2024) Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers. Journal of Forecasting. https://doi.org/10.1002/for.3219

Journal
Journal of Forecasting

StatusPublished
Publication date online31/12/2024
Date accepted by journal27/10/2024
URLhttp://hdl.handle.net/1893/36868
ISSN0277-6693
eISSN1099-131X

People (1)

Professor David McMillan

Professor David McMillan

Professor in Finance, Accounting & Finance