Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412)
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scientific article; zbMATH DE number 5687920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model |
scientific article; zbMATH DE number 5687920 |
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Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (English)
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30 March 2010
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