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Financial Mathematics, Volatility and Covariance Modelling: Volume 2 |
Routledge
Financial Mathematics, Volatility and Covariance Modelling: Volume 2

A nonparametric ACD model
Authors

ARI Id

1665731699891_13570600

Access

Not Available Free

Pages

122-144

DOI

10.4324/9781315162737-6

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