Issues of aggregation over time of conditional heteroscedastic volatility models : what kind of diffusion do we recover?
Amine Trifi
| Year of publication: |
2006
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| Authors: | Trifi, Amine |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 10.2006, 4, p. 1-24
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| Type of publication: | Article |
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| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: |
Persistent link: https://www.econbiz.de/10009949885