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~institution:"University of British Columbia / Finance Division"
~subject:"Volatility"
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
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2000
Persistent link: https://www.econbiz.de/10001487318
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Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
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contributor
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Fisher, Adlai
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756622
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