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Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures
Corradi, Valentina; Distaso, Walter - In: The review of economic studies 73 (2006) 3, pp. 635-668
Persistent link: https://www.econbiz.de/10007632098
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Semi-parametric comparison of stochastic volatility models using realized measures
Corradi, Valentina; Distaso, Walter - In: The review of economic studies 73 (2006) 3, pp. 635-667
Persistent link: https://www.econbiz.de/10003342934
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Aggregation, persistence and volatility in a macro model
Abadir, Karim Maher; Talmain, Gabriel - In: The review of economic studies 69 (2002) 4, pp. 749-779
Persistent link: https://www.econbiz.de/10001706120