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Home | Faculty & Research Overview | Research

Research Details

Volatility Activity: Specification and Estimation, Journal of Econometrics

Type

Article

Author(s)

Viktor Todorov, George Tauchen, Iaryna Grynkiv

Date Published

2014

Citations

Todorov, Viktor, George Tauchen, and Iaryna Grynkiv. 2014. Volatility Activity: Specification and Estimation. Journal of Econometrics. 178: 180-193.

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