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~accessRights:"restricted"
~isPartOf:"American Economic Review"
~isPartOf:"Finance Research Letters"
~person:"Jones, Christopher S."
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Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Finance Research Letters
2
(
2005
)
4
,
pp. 201-209
Persistent link: https://www.econbiz.de/10005397361
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