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Linear filtering for asymmetric stochastic volatility models

✍ Scribed by Chris Kirby

Book ID: 116421371
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 200 KB
Volume: 92
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2006.03.005

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