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"Good" and "bad" volatilities...
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Continuous empirical characteristics function estimation of mixtures of normal parameters
Xu, Dinghai
;
Knight, John L.
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10008990461
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2
GMM estimation of a realized stochastic volatility model : a Monte Carlo study
Chaussé, Pierre
;
Xu, Dinghai
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 719-743
Persistent link: https://www.econbiz.de/10012040406
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3
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters
Xu, Dinghai
;
Knight, John
- In:
Econometric reviews
30
(
2010
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10009179161
Saved in:
4
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters
Xu, Dinghai
;
Knight, John
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10008770209
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