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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Econometric theory"
~person:"Francq, Christian"
~person:"Gao, Jiti"
~person:"Gungor, Sermin"
~subject:"Volatility"
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QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
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