"On the test of the volatility proxy model."

Chunliang Deng et al. (2022)

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DOI: 10.1080/03610918.2020.1836215

access: closed

type: Journal Article

metadata version: 2023-01-31

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Chunliang Deng, Xingfa Zhang, Yuan Li, Zefang Song:
On the test of the volatility proxy model. Commun. Stat. Simul. Comput. 51(12): 7390-7403 (2022)

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