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Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models

✍ Scribed by Manabu Asai

Book ID: 116641603
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 216 KB
Volume: 15
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2006.06.006

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