Multiple time scales in volatility and leverage correlations: a stochastic volatility model
| Year of publication: |
2004
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|---|---|
| Authors: | Perelló, Josep ; Masoliver, Jaume ; Bouchaud, Jean-Philippe |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 11.2004, 1, p. 27-50
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