Volatility dynamics under duration-dependent mixing
Year of publication: |
2000
|
---|---|
Authors: | Maheu, John M. ; McCurdy, Thomas H. |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 7.2000, 3-4, p. 345-372
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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