Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets

C-Tier

Journal: Journal of Futures Markets

Year: 2016

Volume: 36

Issue: 8

Pages: 758-792

Authors (3)

Marcel Prokopczuk (Leibniz Universität Hannover) Lazaros Symeonidis (not in RePEc) Chardin Wese Simen (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count