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Univariate and multivariate stochastic volatility models: estimation and diagnostics

Roman Liesenfeld and Jean-Francois Richard

Journal of Empirical Finance, 2003, vol. 10, issue 4, 505-531

Date: 2003
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Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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