Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance
Year of publication: |
[2008]
|
---|---|
Authors: | Gallant, A. Ronald |
Other Persons: | Hsu, Chiente (contributor) ; Tauchen, George Eugene (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
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