Journal Article

Volatility Activity: Specification and Estimation

Journal of Econometrics
Author(s)

Viktor Todorov

George Tauchen

Iaryna Grynkiv

Date Published: 2014
Citations: Todorov, Viktor, George Tauchen, Iaryna Grynkiv. 2014. Volatility Activity: Specification and Estimation. Journal of Econometrics. 180-193.