The analysis of stochastic volatility in the presence of daily realized measures
Year of publication: |
2013
|
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Authors: | Koopman, Siem Jan ; Scharth, Marcel |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 11.2013, 1, p. 76-115
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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