Article

ARMA Representation of Integrated and Realized Variances

Nour Meddahi

Reference

Nour Meddahi, ARMA Representation of Integrated and Realized Variances, The Econometrics Journal, vol. 6, n. 2, December 2003, pp. 334–355.

Published in

The Econometrics Journal, vol. 6, n. 2, December 2003, pp. 334–355