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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~person:"Andersen, Torben"
~subject:"USA"
~subject:"United Kingdom"
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Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
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