Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures
Year of publication: |
2006
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Authors: | Corradi, Valentina ; Distaso, Walter |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 2099287. - Vol. 73.2006, 3, p. 635-668
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