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Alternative formulations of the leverage effect in a stochastic volatility model with asymmetric heavy-tailed errors
Deschamps, Philippe J.
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2015
Persistent link: https://www.econbiz.de/10011289959
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A simple model for now-casting volatility series
Breitung, Jörg
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Hafner, Christian M.
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2014
Persistent link: https://www.econbiz.de/10010484185
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