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Journal of empirical finance
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Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
2
An infinite hidden Markov model for short-term interest rates
Maheu, John M.
;
Yang, Qiao
- In:
Journal of empirical finance
38
(
2016
),
pp. 202-220
Persistent link: https://www.econbiz.de/10011663269
Saved in:
3
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
Mccurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 345-372
Persistent link: https://www.econbiz.de/10007241087
Saved in:
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