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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Fonseca, José da"
~subject:"Share price"
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Fonseca, José da
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International journal of theoretical and applied finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Estimating the Wishart Affine Stochastic Correlation model using the empirical characteristic function
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
3
,
pp. 253-289
Persistent link: https://www.econbiz.de/10010384289
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