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~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"McAleer, Michael"
~person:"Siklos, Pierre L."
~subject:"Börsenkurs"
~subject:"Deutschland <Bundesrepublik>"
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Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
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