1. STORRE
  2. Stirling Management School
  3. Accounting and Finance
  4. Accounting and Finance Journal Articles
Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/36868
Full metadata record
DC FieldValueLanguage
dc.contributor.authorMcMillan, Daviden_UK
dc.date.accessioned2025-03-19T01:03:38Z-
dc.date.available2025-03-19T01:03:38Z-
dc.date.issued2024-12-10en_UK
dc.identifier.urihttp://hdl.handle.net/1893/36868-
dc.language.isoenen_UK
dc.publisherWileyen_UK
dc.relationMcMillan 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.3219en_UK
dc.rightsThis 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.en_UK
dc.titleForecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spilloversen_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate2026-12-11en_UK
dc.rights.embargoreason[Jumps_spillover (Final version).pdf] Publisher requires embargo of 24 months after publication.en_UK
dc.identifier.doi10.1002/for.3219en_UK
dc.citation.jtitleJournal of Forecastingen_UK
dc.citation.issn1099-131Xen_UK
dc.citation.issn0277-6693en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusAM - Accepted Manuscripten_UK
dc.author.emaildavid.mcmillan@stir.ac.uken_UK
dc.citation.date10/12/2024en_UK
dc.contributor.affiliationAccounting & Financeen_UK
dc.identifier.isiWOS:001373768900001en_UK
dc.identifier.scopusid2-s2.0-85211455542en_UK
dc.identifier.wtid2065627en_UK
dc.contributor.orcid0000-0002-5891-4193en_UK
dc.date.accepted2024-10-27en_UK
dcterms.dateAccepted2024-10-27en_UK
dc.date.filedepositdate2024-11-02en_UK
rioxxterms.apcnot requireden_UK
rioxxterms.versionAMen_UK
local.rioxx.authorMcMillan, David|0000-0002-5891-4193en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2026-12-11en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||2026-12-10en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/all-rights-reserved|2026-12-11|en_UK
local.rioxx.filenameJumps_spillover (Final version).pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source1099-131Xen_UK
Appears in Collections:Accounting and Finance Journal Articles

Files in This Item:
File Description SizeFormat 
Jumps_spillover (Final version).pdfFulltext - Accepted Version5.54 MBAdobe PDFUnder Embargo until 2026-12-11    Request a copy


This item is protected by original copyright

View License
Show simple item record


Items in the Repository are protected by copyright, with all rights reserved, unless otherwise indicated.

The metadata of the records in the Repository are available under the CC0 public domain dedication: No Rights Reserved https://creativecommons.org/publicdomain/zero/1.0/

If you believe that any material held in STORRE infringes copyright, please contact library@stir.ac.uk providing details and we will remove the Work from public display in STORRE and investigate your claim.