Temporal Aggregation of Volatility Models
No 1903, Econometric Society World Congress 2000 Contributed Papers from Econometric Society
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)
Journal Article: Temporal aggregation of volatility models (2004)
Working Paper: Temporal Aggregation of Volatility Models (2000)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
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 ().