Article

Temporal Aggregation of Volatility Models

Nour Meddahi, and Eric Renault

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