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Validity of discrete-time stochastic volatility models in non-synchronous equity markets
Solibakke, Per Bjarte
- In:
The European Journal of Finance
9
(
2003
)
5
,
pp. 420-448
contain component stocks exhibiting
non-synchronous
trading
. The efficient method of moments (EMM) is used to fit versions of …
Persistent link: https://www.econbiz.de/10005471922
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