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News impact curve for stochastic volatility models
Takahashi, Makoto, Omori, Yasuhiro, Watanabe, ToshiakiVolume:
120
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2013.03.001
Date:
July, 2013
File:
PDF, 5.07 MB
english, 2013