A note on exact likelihoods of the Carr-Wu models for leverage effects and volatility in financial economics (Q6475253)

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scientific article; zbMATH DE number 900058557
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    A note on exact likelihoods of the Carr-Wu models for leverage effects and volatility in financial economics
    scientific article; zbMATH DE number 900058557

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      15 March 2005
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      math.ST
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      math.PR
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      q-fin.ST
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      stat.TH
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