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A Vector Heterogeneous Autoregressive Index Model for Realized Volatility Measures 已实现波动率测度的向量异质自回归指数模型
CEIS: Finance Pub Date : 2016-07-22 DOI: 10.2139/ssrn.2813310
G. Cubadda, B. Guardabascio, Alain Hecq
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引用次数: 25
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