Estimation of integrated volatility in stochastic volatility models

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Publication:5467272

DOI10.1002/asmb.548zbMath1092.91034OpenAlexW2014111104MaRDI QIDQ5467272

Jeannette H. C. Woerner

Publication date: 24 May 2006

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.548




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