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~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~subject:"Exchange rate"
~subject:"Japan"
~subject:"Statistische Verteilung"
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
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