An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil
Year of publication: |
2013
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Authors: | Li, Minqiang |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 22.2013, p. 128-139
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Subject: | Volatility indices | Continuous-time dynamics | Maximum likelihood estimation | Parametric specification test | Volatilität | Volatility | Schätztheorie | Estimation theory |
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