Volatility occupation times

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Li, J; Todorov, V; Tauchen, G

Published Date

  • August 2013

Published In

Volume / Issue

  • 41 / 4

Start / End Page

  • 1865 - 1891

Published By

International Standard Serial Number (ISSN)

  • 0090-5364

Digital Object Identifier (DOI)

  • 10.1214/13-aos1135

Language

  • en