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Some like it smooth, and some like it rough: untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility

机译：有些人喜欢它的平滑，有些人喜欢它的粗糙：在测量，建模和预测资产收益波动率时，要弄清连续和跳跃的成分

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Andersen Torben G.; Bollerslev Tim; Diebold Francis X.;
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年度 2003
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专利

1. ROUGHING IT UP: INCLUDING JUMP COMPONENTS IN THE MEASUREMENT, MODELING, AND FORECASTING OF RETURN VOLATILITY [J] . Torben G. Andersen, Tim Bollerslev, Francis X. Diebold Review of Economics and Statistics . 2007,第4期

机译：进行粗加工：在回波率的测量，建模和预测中包含跳跃成分
2. Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Continuous Volatility and Jumps [J] . XuGong, ZhifangHe, PuLi, Discrete dynamics in nature and society . 2014,第3期

机译：使用具有连续波动率和跳跃的随机波动率模型预测CSI 300指数的收益率波动率
3. Role of variation and jump component in measure, modelling and forecasting S&P CNX NIFTY index volatility [J] . Manish Kumar International journal of applied decision sciences . 2012,第3期

机译：变化和跳跃成分在测量，建模和预测S＆P CNX NIFTY指数波动中的作用
4. Financial Assets Return Volatility Modeling with Using Dynamics of Describing the Mechanism for Transforming the Return Volatility [C] . Nagapetyan A. R. International Volga Region Conference on Economics, Humanities and Sports . 2020

机译：金融资产利用描述转换返回波动的机制的动态返回波动建模
5. Essays on fine structure of asset returns, jumps, and stochastic volatility. [D] . Yu, Jung-Suk. 2006

机译：关于资产收益率，跳跃和随机波动的精细结构的论文。
6. Exposure‐response modeling of tocilizumab in rheumatoid arthritis using continuous composite measures and their individual components [O] . Carla Bastida, Dolors Soy, Virginia Ruiz‐Esquide, 2019

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7. Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility [O] . Torben G. Andersen, Tim Bollerslev, Francis X. Diebold 2004

机译：有些人喜欢它是平滑的，有些喜欢它粗糙：在测量，建模和预测资产回报波动中解开连续和跳跃组件

Some like it smooth, and some like it rough: untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility

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