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Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine, Amengual, Dante, Manresa, ElenaVolume:
187
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2015.02.028
Date:
August, 2015
File:
PDF, 589 KB
english, 2015