EconPapers    
Economics at your fingertips  
 

Temporal Aggregation of Volatility Models

Nour Meddahi

No 1903, Econometric Society World Congress 2000 Contributed Papers from Econometric Society

Abstract: No abstract.

Date: 2000-08-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (15) Track citations by RSS feed

Downloads: (external link)
http://fmwww.bc.edu/RePEc/es2000/1903.pdf main text (application/pdf)

Related works:
Journal Article: Temporal aggregation of volatility models (2004) Downloads
Working Paper: Temporal Aggregation of Volatility Models (2000) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ecm:wc2000:1903

Access Statistics for this paper

More papers in Econometric Society World Congress 2000 Contributed Papers from Econometric Society Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().

 
Page updated 2019-10-11
Handle: RePEc:ecm:wc2000:1903