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Journal of applied econometrics
Global COE Hi-Stat Discussion Paper Series
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Journal of the Japanese and international economies : an international journal ; JJIE
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A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 101-121
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