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subject:"Sampling"
~isPartOf:"Journal of financial econometrics"
~person:"Vocalelli, Giorgio"
~subject:"Stochastic process"
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Vocalelli, Giorgio
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Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
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