TY  - JOUR
TI  - Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
AU  - Torben  Gustav Andersen
AU  - Tim Bollerslev
AU  - Francis X. Diebold
JO  - The Review of Economics and Statistics
PY  - 2007
VL  - 89
IS  - 4
DO  - 10.1162/rest.89.4.701
UR  - https://doi.org/10.1162/rest.89.4.701
ER  -