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A new volatility model : GQARCH‐ItÔ model
Yuan, Huiling
;
Sun, Yulei
;
Xu, Lu
;
Zhou, Yong
;
Cui, Xiangyu
- In:
Journal of Time Series Analysis
43
(
2021
)
3
,
pp. 345-370
Persistent link: https://www.econbiz.de/10012636176
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