This paper investigates the impact of jumps in forecasting co-volatility in the presence of leverage effects for daily crude oil and gold futures. We use a modified version of the jump-robust covariance estimator of Koike (2016). such that the estimated matrix is positive definite. Using this approach. https://allfixelectricales.shop/product-category/inner-oven-door-seal/
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
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