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