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Inference Methods for Discretely Observed Continuous-Time Stochastic Volatility Models: A Commented Overview

  • J. Jimenez

    ()

  • R. Biscay

    ()

  • T. Ozaki

    ()

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    File URL: http://hdl.handle.net/10.1007/s10690-006-9015-8
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    Article provided by Springer & Japanese Association of Financial Economics and Engineering in its journal Asia-Pacific Financial Markets.

    Volume (Year): 12 (2005)
    Issue (Month): 2 (June)
    Pages: 109-141

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    Handle: RePEc:kap:apfinm:v:12:y:2005:i:2:p:109-141
    DOI: 10.1007/s10690-006-9015-8
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