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Bayesian Estimation for High-Frequency Volatility Models in a Time Deformed Framework
AuthID
P-00R-H2J
1
Author(s)
Santos, AAF
Document Type
Article in Press
Year published
2019
Published
in
COMPUTATIONAL ECONOMICS,
ISSN: 0927-7099
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Publication Identifiers
DOI
:
10.1007/s10614-019-09958-z
Scopus
: 2-s2.0-85076622088
Wos
: WOS:000566149700002
Source Identifiers
ISSN
: 0927-7099
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