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~isPartOf:"Economics letters"
~isPartOf:"The review of economics and statistics"
~person:"Gallant, A. Ronald"
~subject:"Volatilität"
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Economics letters
The review of economics and statistics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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