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type_genre:"Article in journal"
subject:"Volatility"
~isPartOf:"Journal of mathematical finance"
~person:"Bishwal, Jaya Prakasah Narayan"
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Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
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