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Diffusion limits of real-time GARCH
Ding, Yashuang
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2020
Persistent link: https://www.econbiz.de/10013206472
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Weak
diffusion
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of real-time GARCH models : the role of current return information
Ding, Yashuang
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2020
Persistent link: https://www.econbiz.de/10013206474
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