Kristoufek, L.: Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling?
| Author(s): | prof. PhDr. Ladislav Krištoufek Ph.D., |
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| Type: | Article in collection |
| Year: | 2012 |
| Number: | 0 |
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| Published in: | Mathematical Methods in Economics 2012 Proceedings, pp. 490-495 |
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