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Estimating continuous-time stochastic volatility models of the short-term interest rate

Torben Andersen () and Jesper Lund

Journal of Econometrics, 1997, vol. 77, issue 2, 343-377

Date: 1997
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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