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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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