Bayesian range-based estimation of stochastic volatility models
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Bibliographic InfoArticle provided by Elsevier in its journal Finance Research Letters.
Volume (Year): 2 (2005)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/frl
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- Trojan, Sebastian, 2013. "Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage using Returns and Realized Volatility Contemporaneously," Economics Working Paper Series 1341, University of St. Gallen, School of Economics and Political Science, revised Aug 2014.
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