Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures (Q5488492)

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scientific article; zbMATH DE number 5055917
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Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures
scientific article; zbMATH DE number 5055917

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    Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures (English)
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    22 September 2006
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