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"A multivariate threshold stochastic volatility model."

Mike K. P. So, C. Y. Choi (2008)

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DOI: 10.1016/J.MATCOM.2007.12.003

access: closed

type: Journal Article

metadata version: 2020-05-30

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Mike K. P. So, C. Y. Choi:
A multivariate threshold stochastic volatility model. Math. Comput. Simul. 79(3): 306-317 (2008)

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