Stylized Facts and Discrete Stochastic Volatility Models
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References listed on IDEAS
- Manabu Asai & Michael McAleer & Jun Yu, 2006. "Multivariate Stochastic Volatility: A Review," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 145-175.
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Keywordsdiscrete stochastic volatility models;
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