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STORRE: Stirling Online Research Repository
http://hdl.handle.net/1893/36868| Appears in Collections: | Accounting and Finance Journal Articles |
| Peer Review Status: | Refereed |
| Title: | Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers |
| Author(s): | McMillan, David |
| Contact Email: | david.mcmillan@stir.ac.uk |
| Issue Date: | 10-Dec-2024 |
| Date Deposited: | 2-Nov-2024 |
| Citation: | McMillan D (2024) Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers. <i>Journal of Forecasting</i>. https://doi.org/10.1002/for.3219 |
| DOI Link: | 10.1002/for.3219 |
| Rights: | This item has been embargoed for a period. During the embargo please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author. You can only request a copy if you wish to use this work for your own research or private study. This is the peer reviewed version of the following article: [McMillan D (2024) Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers. Journal of Forecasting], which has been published in final form at [https://doi.org/10.1002/for.3219] This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Use of Self-Archived Versions. This article may not be enhanced, enriched or otherwise transformed into a derivative work, without express permission from Wiley or by statutory rights under applicable legislation. Copyright notices must not be removed, obscured or modified. The article must be linked to Wiley’s version of record on Wiley Online Library and any embedding, framing or otherwise making available the article or pages thereof by third parties from platforms, services and websites other than Wiley Online Library must be prohibited. |
| File | Description | Size | Format | |
|---|---|---|---|---|
| Jumps_spillover (Final version).pdf | Fulltext - Accepted Version | 5.54 MB | Adobe PDF | Under Embargo until 2026-12-11 Request a copy |
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