Volatility activity: Specification and estimation
Todorov, Viktor; Tauchen, George; Grynkiv, Iaryna
- 期刊名称Journal of Econometrics
- 作者Todorov, Viktor; Tauchen, George; Grynkiv, Iaryna
- 卷第178卷
- 印刷ISSN0304-4076
- 文件大小619.38KB
- 发表时间2014-1
- DOI10.1016/j.jeconom.2013.08.015
- 页码180-193