Volatility Jumps

Viktor Todorov, George Tauchen

Research output: Contribution to journal › Article › peer-review

143 Scopus citations

Original language	English
Pages (from-to)	356-371
Journal	Journal of Business & Economic Statistics
Volume	29
DOIs	https://doi.org/10.1198/jbes.2010.08342
State	Published - 2011

Access to Document

@article{08b7fa3eebb64a37b03b00ca70f7f05b,

title = "Volatility Jumps",

author = "Viktor Todorov and George Tauchen",

year = "2011",

doi = "10.1198/jbes.2010.08342",

language = "English",

volume = "29",

pages = "356--371",

journal = "Journal of Business & Economic Statistics",

issn = "1537-2707",

publisher = "Taylor and Francis Ltd.",

}