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dc.contributor.author Gallant, AR
dc.contributor.author Hsu, CT
dc.contributor.author Tauchen, G
dc.date.accessioned 2010-03-09T15:38:50Z
dc.date.issued 1999-11
dc.identifier http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000084851900005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier.citation REVIEW OF ECONOMICS AND STATISTICS, 1999, 81 (4), pp. 617 - 631
dc.identifier.issn 0034-6535
dc.identifier.uri http://hdl.handle.net/10161/1999
dc.format.extent 617 - 631
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof REVIEW OF ECONOMICS AND STATISTICS
dc.relation.isversionof 10.1162/003465399558481
dc.title Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
dc.type Journal Article
dc.department Economics
dc.relation.journal The Review of Economics and Statistics
pubs.author-url http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000084851900005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.issue 4
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 81

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