Estimating stochastic volatility diffusion using conditional moments of integrated volatility

Tim Bollerslev and Hao Zhou

Journal of Econometrics, 2002, vol. 109, issue 1, 33-65

Date: 2002
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Working Paper: Estimating stochastic volatility diffusion using conditional moments of integrated volatility (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:109:y:2002:i:1:p:33-65

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