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Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects.
Ghysels, E., (1994)
Arbitrage-Based Pricing when Volatility is Stochastic.
Bossaerts, P., (1996)
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets
Ghysels, E., (1996)