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Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model,...
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land price data. Our preferred estimate, which handles a number of estimation concerns, stands at 0.041. Our approach also … yields a number of intermediate outputs of independent interest such as a distance gradient for land prices and the … elasticity of unit land prices with respect to city population. For the latter, our preferred estimate is 0.72. -- urban costs …
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