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Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models

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  • Durham, Garland B.

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  • Durham, Garland B., 2006. "Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models," Journal of Econometrics, Elsevier, vol. 133(1), pages 273-305, July.
    • Handle: RePEc:eee:econom:v:133:y:2006:i:1:p:273-305
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