Realized Jumps on Financial Markets and Predicting Credit Spreads

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Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics		Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: federalreserve.gov Download Document from Source Website File Size: 817,50 KB Share Document on Facebook

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