%0 Journal Article %1 Andersen2007 %A Andersen, Torben G. %A Bollerslev, Tim %A Dobrev, Dobrislav %D 2007 %J Journal of Econometrics %K Normality tests %N 1 %P 125--180 %T No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications %U http://www.sciencedirect.com/science/article/B6VC0-4KGG1XW-1/2/e4d6816ea3f508b4799cb835dc7acd34 %V 138

@article{Andersen2007, added-at = {2008-04-21T22:02:42.000+0200}, author = {Andersen, Torben G. and Bollerslev, Tim and Dobrev, Dobrislav}, biburl = {https://www.bibsonomy.org/bibtex/22c696d96b237bcfe612f3cea4c540431/smicha}, description = {Journal of Econometrics}, interhash = {f77eed974989b8ac2a2c5a8bd6db754f}, intrahash = {2c696d96b237bcfe612f3cea4c540431}, journal = {Journal of Econometrics}, keywords = {Normality tests}, month = May, number = 1, pages = {125--180}, timestamp = {2008-04-21T22:03:23.000+0200}, title = {No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications}, url = {http://www.sciencedirect.com/science/article/B6VC0-4KGG1XW-1/2/e4d6816ea3f508b4799cb835dc7acd34}, volume = 138, year = 2007 }