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~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
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