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~accessRights:"restricted"
~person:"Santucci de Magistris, Paolo"
~subject:"ARMA model"
~subject:"Kapitaleinkommen"
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It's all about volatility of volatility : evidence from a two-factor stochastic volatility model
Grassi, Stefano
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
30
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011489216
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