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Estimating stochastic volatility models using integrated nested Laplace approximations
Martino, Sara
;
Aas, Kjersti
;
Lindqvist, Ola
;
Neef, Linda R.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 487-503
Persistent link: https://www.econbiz.de/10009509861
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