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Diep Duong · Study
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Author
Diep Duong
2 works
· latest 2015
· 2 institutions
cluster: provisional
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Most cited in this library
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
2015 · 93 citations
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps
2011 · 22 citations
Works
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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Journal of Econometrics
·
2015
·
2 authors
·
Open access
93
citations
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps
Advances in econometrics
·
2011
·
2 authors
·
chapter
·
Open access
22
citations