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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~person:"Chen, Si"
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An efficient estimate and forecast of the
implied
volatility
surface : a nonlinear Kalman filter approach
Chen, Si
;
Zhou, Zhen
;
Li, Shenghong
- In:
Economic modelling
58
(
2016
),
pp. 655-664
Persistent link: https://www.econbiz.de/10011647943
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