Temporal Aggregation of Volatility Models

Meddahi, Nour and Renault, Eric (2004) Temporal Aggregation of Volatility Models. Journal of Econometrics, 119 (2). pp. 355-379.

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Official URL: http://tse-fr.eu/pub/10344
Item Type: Article
Language: English
Date: April 2004
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:57
Last Modified: 07 Mar 2018 13:21
OAI ID: oai:tse-fr.eu:10344
URI: http://publications.ut-capitole.fr/id/eprint/2862

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