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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Applied financial economics letters"
~person:"Gil-Alaña, Luis A."
~person:"Hautsch, Nikolaus"
~subject:"Share price"
~subject:"Structural break"
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Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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