Erratum: Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Journal of Econometircs (2002) 109 (33-65) PII: S0304407601001415)
Publication
, Other
Bollerslev, T; Zhou, H
Published in: Journal of Econometrics
2004
Duke Scholars
Published In
Journal of Econometrics
DOI
Publication Date
2004
Volume
119
Issue
1
Start / End Page
221 / 222
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 3801 Applied economics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T., & Zhou, H. (2004). Erratum: Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Journal of Econometircs (2002) 109 (33-65) PII: S0304407601001415). Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2003.10.016
Bollerslev, T., and H. Zhou. “Erratum: Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Journal of Econometircs (2002) 109 (33-65) PII: S0304407601001415).” Journal of Econometrics, 2004. https://doi.org/10.1016/j.jeconom.2003.10.016.
Bollerslev T, Zhou H. Erratum: Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Journal of Econometircs (2002) 109 (33-65) PII: S0304407601001415). Vol. 119, Journal of Econometrics. 2004. p. 221–2.
Bollerslev, T., and H. Zhou. “Erratum: Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Journal of Econometircs (2002) 109 (33-65) PII: S0304407601001415).” Journal of Econometrics, vol. 119, no. 1, 2004, pp. 221–22. Manual, doi:10.1016/j.jeconom.2003.10.016.
Bollerslev T, Zhou H. Erratum: Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Journal of Econometircs (2002) 109 (33-65) PII: S0304407601001415). Journal of Econometrics. 2004. p. 221–222.
Published In
Journal of Econometrics
DOI
Publication Date
2004
Volume
119
Issue
1
Start / End Page
221 / 222
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 3801 Applied economics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics