Estimation of objective and risk-neutral distributions based on moments of integrated volatility
| Year of publication: |
2011
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|---|---|
| Authors: | Garcia, René ; Lewis, Marc-André ; Pastorello, Sergio ; Renault, Éric |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 22-33
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