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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Econometric theory"
~person:"Bollerslev, Tim"
~person:"Nelson, Daniel B."
~person:"Rodriguez, Gabriel"
~person:"Swanson, Norman R."
~person:"Tauchen, George Eugene"
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Croux, Christophe
Bollerslev, Tim
Nelson, Daniel B.
Rodriguez, Gabriel
Swanson, Norman R.
Tauchen, George Eugene
Li, Jia
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Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
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