Article
Further empirical evidence on stochastic volatility models with jumps in returns
Ana González-Urteaga
Departamento de Gestión de Empresas, Universidad Pública de Navarra, Spain
Read
4353
Timeswas read the article
1334
Total PDF
3019
Total HTML
| Year/Month | Html | Total | |
|---|---|---|---|
| 2024 April | 16 | 4 | 20 |
| 2024 March | 39 | 6 | 45 |
| 2024 February | 43 | 12 | 55 |
| 2024 January | 58 | 8 | 66 |
| 2023 December | 34 | 5 | 39 |
| 2023 November | 33 | 5 | 38 |
| 2023 October | 31 | 4 | 35 |
| 2023 September | 23 | 1 | 24 |
| 2023 August | 18 | 5 | 23 |
| 2023 July | 30 | 7 | 37 |
| 2023 June | 34 | 3 | 37 |
| 2023 May | 22 | 9 | 31 |
| 2023 April | 19 | 1 | 20 |
| 2023 March | 23 | 5 | 28 |
| 2023 February | 25 | 16 | 41 |
| 2023 January | 25 | 3 | 28 |
| 2022 December | 26 | 7 | 33 |
| 2022 November | 41 | 15 | 56 |
| 2022 October | 18 | 11 | 29 |
| 2022 September | 30 | 13 | 43 |
| 2022 August | 23 | 10 | 33 |
| 2022 July | 14 | 9 | 23 |
| 2022 June | 23 | 13 | 36 |
| 2022 May | 22 | 12 | 34 |
| 2022 April | 24 | 14 | 38 |
| 2022 March | 23 | 12 | 35 |
| 2022 February | 13 | 6 | 19 |
| 2022 January | 29 | 9 | 38 |
| 2021 December | 23 | 7 | 30 |
| 2021 November | 30 | 13 | 43 |
| 2021 October | 33 | 12 | 45 |
| 2021 September | 18 | 12 | 30 |
| 2021 August | 36 | 11 | 47 |
| 2021 July | 29 | 6 | 35 |
| 2021 June | 32 | 11 | 43 |
| 2021 May | 26 | 10 | 36 |
| 2021 April | 115 | 29 | 144 |
| 2021 March | 38 | 10 | 48 |
| 2021 February | 15 | 11 | 26 |
| 2021 January | 14 | 9 | 23 |
| 2020 December | 20 | 17 | 37 |
| 2020 November | 26 | 11 | 37 |
| 2020 October | 7 | 6 | 13 |
| 2020 September | 18 | 11 | 29 |
| 2020 August | 22 | 1 | 23 |
| 2020 July | 10 | 0 | 10 |
| 2020 June | 9 | 1 | 10 |
| 2020 May | 30 | 6 | 36 |
| 2020 April | 9 | 4 | 13 |
| 2020 March | 14 | 3 | 17 |
| 2020 February | 14 | 6 | 20 |
| 2020 January | 20 | 5 | 25 |
| 2019 December | 20 | 9 | 29 |
| 2019 November | 21 | 5 | 26 |
| 2019 October | 18 | 11 | 29 |
| 2019 September | 29 | 16 | 45 |
| 2019 August | 13 | 6 | 19 |
| 2019 July | 11 | 15 | 26 |
| 2019 June | 36 | 28 | 64 |
| 2019 May | 60 | 56 | 116 |
| 2019 April | 37 | 17 | 54 |
| 2019 March | 14 | 5 | 19 |
| 2019 February | 7 | 6 | 13 |
| 2019 January | 6 | 8 | 14 |
| 2018 December | 3 | 1 | 4 |
| 2018 November | 9 | 9 | 18 |
| 2018 October | 12 | 7 | 19 |
| 2018 September | 8 | 10 | 18 |
| 2018 August | 10 | 9 | 19 |
| 2018 July | 6 | 1 | 7 |
| 2018 June | 9 | 2 | 11 |
| 2018 May | 7 | 6 | 13 |
| 2018 April | 15 | 4 | 19 |
| 2018 March | 5 | 1 | 6 |
| 2018 February | 8 | 2 | 10 |
| 2018 January | 15 | 3 | 18 |
| 2017 December | 4 | 3 | 7 |
| 2017 November | 12 | 1 | 13 |
| 2017 October | 9 | 2 | 11 |
| 2017 September | 11 | 4 | 15 |
| 2017 August | 5 | 5 | 10 |
| 2017 July | 5 | 4 | 9 |
| 2017 June | 9 | 11 | 20 |
| 2017 May | 7 | 4 | 11 |
| 2017 April | 3 | 5 | 8 |
| 2017 March | 6 | 17 | 23 |
| 2017 February | 10 | 7 | 17 |
| 2017 January | 4 | 2 | 6 |
| 2016 December | 12 | 6 | 18 |
| 2016 November | 13 | 7 | 20 |
| 2016 October | 22 | 7 | 29 |
| 2016 September | 20 | 3 | 23 |
| 2016 August | 14 | 2 | 16 |
| 2016 July | 9 | 7 | 16 |
| 2016 June | 16 | 7 | 23 |
| 2016 May | 5 | 12 | 17 |
| 2016 April | 6 | 11 | 17 |
| 2016 March | 9 | 13 | 22 |
| 2016 February | 10 | 16 | 26 |
| 2016 January | 11 | 14 | 25 |
| 2015 December | 15 | 17 | 32 |
| 2015 November | 7 | 16 | 23 |
| 2015 October | 14 | 21 | 35 |
| 2015 September | 7 | 8 | 15 |
| 2015 August | 5 | 7 | 12 |
| 2015 July | 2 | 4 | 6 |
| 2015 June | 2 | 2 | 4 |
| 2015 May | 6 | 7 | 13 |
| 2015 April | 7 | 12 | 19 |
| 2015 March | 11 | 13 | 24 |
| 2015 February | 6 | 9 | 15 |
| 2015 January | 14 | 3 | 17 |
| 2014 December | 15 | 10 | 25 |
| 2014 November | 8 | 5 | 13 |
| 2014 October | 21 | 5 | 26 |
| 2014 September | 14 | 5 | 19 |
| 2014 August | 19 | 7 | 26 |
| 2014 July | 23 | 8 | 31 |
| 2014 June | 11 | 4 | 15 |
| 2014 May | 7 | 4 | 11 |
| 2014 April | 7 | 5 | 12 |
| 2014 March | 34 | 12 | 46 |
| 2014 February | 31 | 10 | 41 |
| 2014 January | 20 | 11 | 31 |
| 2013 December | 29 | 13 | 42 |
| 2013 November | 38 | 7 | 45 |
| 2013 October | 20 | 10 | 30 |
| 2013 September | 44 | 15 | 59 |
| 2013 August | 44 | 25 | 69 |
| 2013 July | 56 | 20 | 76 |
| 2013 June | 47 | 21 | 68 |
| 2013 May | 52 | 23 | 75 |
| 2013 April | 44 | 24 | 68 |
| 2013 March | 80 | 16 | 96 |
| 2013 February | 59 | 21 | 80 |
| 2013 January | 56 | 26 | 82 |
| 2012 December | 9 | 5 | 14 |
| 2012 November | 5 | 29 | 34 |
| 2012 October | 2 | 16 | 18 |
| 2012 September | 6 | 14 | 20 |
| 2012 January | 144 | 0 | 144 |
Show all
