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Testing volatility persistence on Markov switching stochastic volatility models

✍ Scribed by Pan, Qi; Li, Yong

Book ID: 121675516
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 421 KB
Volume: 35
Category: Article
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2013.06.029

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