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Journal of econometrics
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
867
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Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Comte, Fabienne
;
Lacour, C.
;
Rozenholc, Y.
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-73
Persistent link: https://www.econbiz.de/10003931786
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Discrete and continuous time cointegration
Comte, Fabienne
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 207-226
Persistent link: https://www.econbiz.de/10001252786
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