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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Bach, Christian"
~person:"Christensen, Bent Jesper"
~subject:"Volatility"
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CREATES research paper
Journal of economic dynamics & control
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Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
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Christensen, Bent Jesper
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2010
Persistent link: https://www.econbiz.de/10008857837
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