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The Business Cycle's Impact on Volatility Forecasting: Recapturing Intrinsic Jump Components.

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Bibliographic Details
Title: The Business Cycle's Impact on Volatility Forecasting: Recapturing Intrinsic Jump Components.
Authors: Chen, Son-Nan1 (AUTHOR), Hsu, Pao-Peng2 (AUTHOR) penghp@cyut.edu.tw
Source: Risks. Nov2025, Vol. 13 Issue 11, p221. 17p.
Database: Business Source Ultimate
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ISSN:22279091
DOI:10.3390/risks13110221