Corrigendum to: ``Estimating stochastic volatility diffusion using conditional moments of integrated volatility

DOI10.1016/J.JECONOM.2003.10.016zbMATH Open1337.62318OpenAlexW1967815076MaRDI QIDQ269242

Tim Bollerslev, Hao Zhou

Publication date: 18 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2003.10.016

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)

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