Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo stock exchange

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Publication:2150391

DOI10.1016/J.PHYSA.2018.02.054OpenAlexW2790916942MaRDI QIDQ2150391

Tetsuya Takaishi

Publication date: 27 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.02.054







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