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Stochastic volatility estimation using Markov chain simulation
Hautsch, Nikolaus; Ou, Yangguoyi - In: Applied quantitative finance, (pp. 249-274). 2009
Persistent link: https://www.econbiz.de/10003746411
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High-frequency volatility and liquidity
Hautsch, Nikolaus; Jeleskovic, Vahidin - In: Applied quantitative finance, (pp. 379-397). 2009
Persistent link: https://www.econbiz.de/10003746425