SV mixture models with application to S&P 500 index returns
Year of publication: |
2007
|
---|---|
Authors: | Durham, Garland B. |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 85.2007, 3, p. 822-856
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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