Estimating persistence in the volatility of asset returns with signal plus noise models
Year of publication: |
2012
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Authors: | Caporale, Guglielmo Maria ; Luis A. Gil‐Alana |
Published in: |
International Journal of Finance & Economics. - John Wiley & Sons, Ltd.. - Vol. 17.2012, 1, p. 23-30
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Saved in favorites
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