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Factor Stochastic Volatility in Mean Models: A GMM Approach

✍ Scribed by Doz, Catherine; Renault, Eric

Book ID: 126631549
Publisher: Taylor and Francis Group
Year: 2006
Tongue: English
Weight: 247 KB
Volume: 25
Category: Article
ISSN: 0747-4938
DOI: 10.1080/07474930600713325

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