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A computationally efficient method for obtaining smoothed volatilities in long-memory stochastic volatility models
Mármol, Francesc
;
Pérez, Ana
;
Reboredo, Juan Carlos
- In:
Anales de estudios económicos y empresariales
18
(
2008
),
pp. 69-89
Persistent link: https://www.econbiz.de/10009538335
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