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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Dobrev, Dobrislav"
~subject:"Kapitaleinkommen"
~subject:"USA"
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No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
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