Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Work
Year: 2010
Type: article
Source: Journal of Econometrics
Institutions Ecole des Hautes Etudes Commerciales du Nord, National Bank of Canada, University of Bologna, University of North Carolina at Chapel Hill
Cites: 66
Cited by: 76
Related to: 10
FWCI: 6.542
Citation percentile (by year/subfield): 97.53
Subfield: Finance
Domain: Social Sciences
Open Access status: closed