Stochatic Volatility Models with Transaction Time Risk
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2004-24.
Date of creation: 2004
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Web page: http://center.uvt.nl
stochastic processes; volatility; models; transaction costs;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-04-04 (All new papers)
- NEP-ECM-2004-04-04 (Econometrics)
- NEP-ETS-2004-04-04 (Econometric Time Series)
- NEP-FIN-2004-04-04 (Finance)
- NEP-FMK-2004-04-04 (Financial Markets)
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