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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Badescu, Alexandru"
~subject:"Börsenkurs"
~subject:"Schätzung"
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Badescu, Alexandru
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Non-affine
GARCH
option pricing models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
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