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A revised version of this paper is published under the new title "Market attention and Bitcoin price modeling: theory, estimation and option pricing" in Cretarola, A., Figà-Talamanca, G. & Patacca, M. Decisions in Economics and Finance (2019)
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An updated version of this paper is published under the new title "Market attention and Bitcoin price modeling: theory, estimation and option pricing" in Cretarola, A., Figà-Talamanca, G. & Patacca, M. Decisions in Economics and Finance (2019)
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Testing robustness in calibration of stochastic volatility models
Guerra, Maria Letizia
;
Sorini, Laerte
- In:
European Journal of Operational Research
163
(
2005
)
1
,
pp. 145-153
Persistent link: https://www.econbiz.de/10005337110
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