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Econometric analysis of realised volatility and its use in estimating stochastic volatility models
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
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2001
Persistent link: https://www.econbiz.de/10001598164
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Normal modified stable processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
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2001
Persistent link: https://www.econbiz.de/10001598165
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