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~institution:"Queen Mary College / Department of Economics"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of economics and statistics"
~isPartOf:"Working paper"
~subject:"Volatility"
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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