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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Nonparametric dynamic modelling"
~person:"Alizadeh, Sassan"
~person:"Rodriguez, Gabriel"
~person:"Tauchen, George Eugene"
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Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
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