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Chasing volatility : a persistent multiplicative error model with jumps

Massimiliano Caporin; Eduardo Rossi; Paolo Santucci de Magistris
Year of publication:
2014
Authors: Caporin, Massimiliano ; Rossi, Eduardo ; Santucci de Magistris, Paolo
Publisher: Aarhus : School of Economics and Management
Subject: Volatilität | Volatility | Theorie | Theory
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