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Volatility
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Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
Raknerud, Arvid
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Skare, Øivind
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2009
Persistent link: https://www.econbiz.de/10003912053
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Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes : a quasi-likelihood approach
Raknerud, Arvid
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Skare, Øivind
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2010
Persistent link: https://www.econbiz.de/10003950031
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