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"Online estimation of stochastic volatility for asset returns."

Ivette Luna, Rosangela Ballini (2012)

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DOI: 10.1109/CIFER.2012.6327788

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Ivette Luna, Rosangela Ballini:
Online estimation of stochastic volatility for asset returns. CIFEr 2012: 1-7

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