Volatility Activity: Specification and Estimation

Author(s)

George Tauchen

Iaryna Grynkiv

Date Published: 2014

Citations: Todorov, Viktor, George Tauchen, Iaryna Grynkiv. 2014. Volatility Activity: Specification and Estimation. Journal of Econometrics. 180-193.

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Volatility Activity: Specification and Estimation

Volatility Activity: Specification and Estimation

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