A New Semiparametric Volatility Model

J. Ji, A. Lucas

Research output: Working paper / PreprintWorking paperProfessional

122 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

Cite this