Pricing volatility of stock returns with volatile and persistent components
| Year of publication: |
2009
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|---|---|
| Authors: | Zhu, Jie |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1555-4961, ZDB-ID 20524808. - Vol. 23.2009, 3, p. 243-269
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