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"On the use of non-linear transformations in Stochastic Volatility models."

Georgios Tsiotas (2009)

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DOI: 10.1007/S10260-008-0113-9

access: closed

type: Journal Article

metadata version: 2020-05-25

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Georgios Tsiotas:
On the use of non-linear transformations in Stochastic Volatility models. Stat. Methods Appl. 18(4): 555-583 (2009)

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