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Testing for a slowly changing level with special reference to stochastic volatility

by Andrew Harvey and Mariane Streibel
Year of publication:
1996
Authors: Harvey, Andrew C. ; Streibel, Mariane
Publisher: London
Subject: Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Großbritannien | United Kingdom
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In German libraries (KVK)
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