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dc.contributor.author Chernov, M
dc.contributor.author Gallant, AR
dc.contributor.author Ghysels, E
dc.contributor.author Tauchen, G
dc.date.accessioned 2010-03-09T15:28:56Z
dc.date.issued 2003
dc.identifier http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000184080300008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier.citation JOURNAL OF ECONOMETRICS, 2003, 116 (1-2), pp. 225 - 257
dc.identifier.issn 0304-4076
dc.identifier.uri http://hdl.handle.net/10161/1892
dc.format.extent 225 - 257
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof JOURNAL OF ECONOMETRICS
dc.relation.isversionof 10.1016/S0304-4076(03)00108-8
dc.subject efficient method of moments
dc.subject Poisson jump processes
dc.subject stochastic volatility models
dc.title Alternative models for stock price dynamics
dc.type Journal Article
dc.department Economics
pubs.author-url http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000184080300008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.issue 1-2
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Faculty
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.publication-status Published
pubs.volume 116

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