Estimating Stochastic Volatility Model with Realized...

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Estimating Stochastic Volatility Model with Realized Volatility and Implied Volatility

Zhang, Zehua, Zhao, Ran
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Year:
2019
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3386412
File:
PDF, 2.51 MB
english, 2019
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