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Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
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Scharth, Marcel
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2014
Persistent link: https://www.econbiz.de/10010410196
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
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2002
Persistent link: https://www.econbiz.de/10001721479
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