Realized Semi(Co)Variation: Signs that All Volatilities are Not Created Equal
| dc.contributor.author | Bollerslev, T | |
| dc.date.accessioned | 2021-08-01T17:14:13Z | |
| dc.date.available | 2021-08-01T17:14:13Z | |
| dc.date.issued | 2021-06-17 | |
| dc.date.updated | 2021-08-01T17:14:12Z | |
| dc.identifier.uri | ||
| dc.publisher | Oxford University Press (OUP) | |
| dc.relation.ispartof | Economic Research Initiatives at Duke (ERID) Working Paper | |
| dc.subject | Downside risk; high-frequency data; realized variation; semi(co)variation; semibeta; partial variation; jumps and co-jumps; volatility forecasting; return predictability; cross-sectional return variation. | |
| dc.title | Realized Semi(Co)Variation: Signs that All Volatilities are Not Created Equal | |
| dc.type | Journal article | |
| pubs.issue | 306 | |
| pubs.organisational-group | Trinity College of Arts & Sciences | |
| pubs.organisational-group | Economics | |
| pubs.organisational-group | Duke |
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