A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Year of publication: |
2013
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Authors: | Qu, Zhongjun ; Perron, Pierre |
Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 16.2013, 3, p. 309-339
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Publisher: |
Royal Economic Society - RES |
Saved in:
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