SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance
| Year of publication: |
1999
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|---|---|
| Authors: | Gallant, A.Ronald ; Hsu, Chien-Te ; Tauchen, George |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 81.1999, 4, p. 617-631
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