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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
Identification Number : 10.1016/S0304-4076(03)00200-8
| 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: | 02 Apr 2021 15:35 |
| OAI Identifier: | oai:tse-fr.eu:10344 |
| URI: | https://publications.ut-capitole.fr/id/eprint/2862 |
