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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
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ECONIS (ZBW)
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Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
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2014
Persistent link: https://www.econbiz.de/10010437483
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Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian
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2014
Persistent link: https://www.econbiz.de/10010437486
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Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously
Trojan, Sebastian
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2013
Persistent link: https://www.econbiz.de/10010243571
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