Meddahi, Nour: Temporal Aggregation of Volatility Models
World Conference Econometric Society, 2000, Seattle

Nour Meddahi, University of Montreal
Temporal Aggregation of Volatility Models
Session: C-8-19  Monday 14 August 2000  by Meddahi, Nour
No abstract.
Submitted paper full-text in .pdf


File created by Jurgen Doornik with eswc2000.ox on 2-01-2001