Scholars@Duke publication: Erratum: Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Journal of Econometircs (2002) 109 (33-65) PII: S0304407601001415)

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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

Published version (DOI)

Duke Scholars

Author Tim Bollerslev Economics

Published In

Journal of Econometrics

DOI

10.1016/j.jeconom.2003.10.016

Publication Date

2004

Volume

119

Issue

1

Start / End Page

221 / 222

Related Subject Headings

Econometrics
4905 Statistics
3802 Econometrics
3801 Applied economics

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

10.1016/j.jeconom.2003.10.016

Publication Date

2004

Volume

119

Issue

1

Start / End Page

221 / 222

Related Subject Headings

Econometrics
4905 Statistics
3802 Econometrics
3801 Applied economics