Reference
Nour Meddahi, “ARMA Representation of Integrated and Realized Variances”, The Econometrics Journal, vol. 6, n. 2, December 2003, pp. 334–355.
Published in
The Econometrics Journal, vol. 6, n. 2, December 2003, pp. 334–355
Article
Nour Meddahi, “ARMA Representation of Integrated and Realized Variances”, The Econometrics Journal, vol. 6, n. 2, December 2003, pp. 334–355.
The Econometrics Journal, vol. 6, n. 2, December 2003, pp. 334–355