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About this Economics, Econometrics and Finance article
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications by Torben G. Andersen; Tim Bollerslev; Dobrislav Dobrev is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Torben G. Andersen; Tim Bollerslev; Dobrislav Dobrev
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0304-4076)
- Published
- 2007
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)
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