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"Extended stochastic volatility models incorporating realised measures."

J. H. Venter, P. J. de Jongh (2014)

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DOI: 10.1016/J.CSDA.2012.11.005

access: closed

type: Journal Article

metadata version: 2020-02-18

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J. H. Venter, P. J. de Jongh:
Extended stochastic volatility models incorporating realised measures. Comput. Stat. Data Anal. 76: 687-707 (2014)

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