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dc.contributor.author Bollerslev, T
dc.contributor.author Zhou, H
dc.date.accessioned 2010-03-09T15:29:10Z
dc.date.issued 2002-07
dc.identifier http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000175322700002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier PII S0304-4076(01)00141-5
dc.identifier.citation JOURNAL OF ECONOMETRICS, 2002, 109 (1), pp. 33 - 65
dc.identifier.issn 0304-4076
dc.identifier.uri http://hdl.handle.net/10161/1893
dc.format.extent 33 - 65
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof JOURNAL OF ECONOMETRICS
dc.relation.isversionof 10.1016/S0304-4076(01)00141-5
dc.subject stochastic volatility diffusions
dc.subject integrated volatility
dc.subject quadratic variation
dc.subject realized volatility
dc.subject high-frequency data
dc.subject foreign exchange rates
dc.subject GMM estimation
dc.title Estimating stochastic volatility diffusion using conditional moments of integrated volatility
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=000175322700002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.issue 1
pubs.organisational-group /Duke
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 109

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