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~type_genre:"Graue Literatur"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Hochfrequenzdaten (high frequency data)"
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Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
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