Directory Home
Researchers
Departments
Publications
Projects
Activities
Datasets
Home
>
Research
> Browse
Research
Research at Lancaster
Researchers
Departments & Centres
Publications & Outputs
Projects
Activities
Datasets
Results for Volatility Forecasts
Publications & Outputs
The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
Hizmeri, R.
,
Izzeldin, M.
, Murphy, A. &
Tsionas, M.
,
1/05/2019
, Lancaster:
Lancaster University, Department of Economics
, (Economics Working Papers Series).
Research output
:
Working paper