Reference
Nour Meddahi, and Eric Renault, “Temporal Aggregation of Volatility Models”, Journal of Econometrics, vol. 119, n. 2, April 2004, pp. 355–379.
See also
Published in
Journal of Econometrics, vol. 119, n. 2, April 2004, pp. 355–379
Article
Nour Meddahi, and Eric Renault, “Temporal Aggregation of Volatility Models”, Journal of Econometrics, vol. 119, n. 2, April 2004, pp. 355–379.
Journal of Econometrics, vol. 119, n. 2, April 2004, pp. 355–379