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~subject:"Volatility"
~type_genre:"Forschungsbericht"
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
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King, Maxwell L.
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2004
Persistent link: https://www.econbiz.de/10002479501
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Stock market risk-return inference : an unconditional non-parametric approach
Mikosch, Thomas
;
Starica, Catalin
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2005
Persistent link: https://www.econbiz.de/10002789961
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