Temporal aggregation of volatility models
| Year of publication: |
2004
|
|---|---|
| Authors: | Meddahi, Nour ; Renault, Eric |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 119.2004, 2, p. 355-379
|
| Publisher: |
Elsevier |