Department of Economics and Business Economics

Volatility Jumps and Their Economic Determinants

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • Massimiliano Caporin, University of Padova, Italy
  • Eduardo Rossi, University of Pavia - Department of Economics, Italy
  • Paolo Santucci de Magistris
Original languageEnglish
JournalJournal of Financial Econometrics
Volume14
Issue1
Pages (from-to)29-80
Number of pages51
ISSN1479-8409
DOIs
Publication statusPublished - 2016

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