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
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Citations: View citations in EconPapers (19)

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Related works:
Journal Article: Temporal aggregation of volatility models (2004)
Working Paper: Temporal Aggregation of Volatility Models (2000)
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