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Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence.

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Bibliographic Details
Title: Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence.
Authors: Peng, Weijia1 pengw@sacredheart.edu, Yao, Chun2 chunyao.economics@gmail.com
Source: Journal of Risk & Financial Management. Aug2022, Vol. 15 Issue 8, p334-334. 21p.
Database: Business Source Ultimate
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ISSN:19118066
DOI:10.3390/jrfm15080334