Continuous-time models, realized volatilities, and testable distributional impli

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【文题(必填)】Continuous‐time models, realized volatilities, and testable distributional implications for daily stock returnsTG Andersen, T Bollerslev
Journal of Applied Econometrics
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Working paper 的版本我自己能下载得到，我想要期刊（Journal of Applied Econometric）的版本。谢谢

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关键词：volatilities distribution Continuous Realized models returns Journal 数据库

Continuous‐time models, realized volatilities, and testable distributional implications for daily stock returnsJOURNAL OF APPLIED ECONOMETRICS
J. Appl. Econ. 25: 233–261 (2010)
Published online 23 July 2009 in Wiley InterScience
TORBEN G. ANDERSEN, TIM BOLLERSLEV, PER FREDERIKSEN AND MORTEN ØRREGAARD NIELSEN