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~person:"Andersen, Torben G."
~person:"Fornari, Fabio"
~subject:"ARCH-Modell"
~type_genre:"Non-commercial literature"
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Andersen, Torben G.
Fornari, Fabio
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A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
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2001
Persistent link: https://www.econbiz.de/10001581711
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