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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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Citations: View citations in EconPapers (82)

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Working Paper: Temporal Aggregation of Volatility Models (2000) Downloads
Working Paper: Temporal Aggregation of Volatility Models (2000) Downloads
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