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Handbook of High-Frequency Trading and Modeling in Finance (Florescu/Handbook) || Estimation Procedure for Regime Switching Stochastic Volatility Model and Its Applications

Florescu, Ionut, Mariani, Maria C., Stanley, H. Eugene, Viens, Frederi G.
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Volume:
10.1002/97
Year:
2016
Language:
english
DOI:
10.1002/9781118593486.ch5
File:
PDF, 2.45 MB
english, 2016
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