Temporal aggregation of volatility models
Nour Meddahi and
Eric Renault
Journal of Econometrics, 2004, vol. 119, issue 2, 355-379
Date: 2004
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Working Paper: Temporal Aggregation of Volatility Models (2000)
Working Paper: Temporal Aggregation of Volatility Models (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:119:y:2004:i:2:p:355-379
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