A New Semiparametric Volatility Model

J. Ji, A. Lucas

Research output: Working paperProfessional

134 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute/DSF
Number of pages37
Publication statusPublished - 2012

Publication series

NameTI Discussion Papers
No.12-055/2/DSF35

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