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accessRights:"restricted"
~isPartOf:"Quantitative finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bladt, Mogens"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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The North American journal of economics and finance : a journal of financial economics studies
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Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, Søren
;
Bladt, Mogens
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 675-689
Persistent link: https://www.econbiz.de/10013367850
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