Recovering the probability density function of asset prices using garch as diffusion approximations
| Year of publication: |
2001
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|---|---|
| Authors: | Fornari, Fabio ; Mele, Antonio |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 8.2001, 1, p. 83
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