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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Koopman, Siem Jan"
~person:"Lange, Joachim"
~subject:"Volatility"
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Volatility
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Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
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Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Handbook of financial time series
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Journal of empirical finance
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Tinbergen Institute Discussion Paper
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Tinbergen Institute Discussion Paper 14-071/III
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Tinbergen Institute Discussion Paper 14-118/III
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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
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Koopman, Siem Jan
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1996
Persistent link: https://www.econbiz.de/10000953379
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