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Estimation and forecasting of continuous time stochastic volatility model
Jilani, Faouzi, (2012)
Crude oil and equity market comovements among Asia's for little dragons countries : evidence of unobserved components approach
Ben Slimane, Ikrame, (2019)
On the impact of long memory on market risk : pre- and post-crisis evidences ; long memory and stock market risk
Ben Sassi, Salim, (2018)