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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance and economics"
~subject:"Markov Chain Monte Carlo"
~type_genre:"Collection of articles written by one author"
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Volatility estimation using a rational GARCH model
Takaishi, Tetsuya
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
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