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Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
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Christensen, Kim
;
Pakkanen, Mikko S.
; …
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2020
Persistent link: https://www.econbiz.de/10012318238
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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
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2019
Persistent link: https://www.econbiz.de/10012063989
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