Stochastic Volatility with Heterogeneous Time Scales

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Stochastic Volatility with Heterogeneous Time Scales

Delpini, Danilo, Bormetti, Giacomo
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Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2071400
File:
PDF, 489 KB
english, 2012
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