Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258): Difference between revisions

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-Eric Renault
@@ Property / author: Eric Renault / rank @@
-Normal rank
@@ Property / author @@
+Eric Renault
@@ Property / author: Eric Renault / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2010.03.011
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@@ Property / OpenAlex ID @@
+W2066881083
@@ Property / OpenAlex ID: W2066881083 / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of Realized Exchange Rate Volatility
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