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~person:"Zhang, Xibin"
~subject:"Markov-Kette"
~subject:"Monte-Carlo-Simulation"
~type:"article"
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
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