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Stochastic volatility model under a discrete mixture-of-normal specification

✍ Scribed by Dinghai Xu, John Knight

Book ID: 120955973
Publisher: Springer US
Year: 2011
Tongue: English
Weight: 391 KB
Volume: 37
Category: Article
ISSN: 1055-0925
DOI: 10.1007/s12197-011-9178-7

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