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Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market

Gabriele Fiorentini (), Angel Leon and Gonzalo Rubio

Journal of Empirical Finance, 2002, vol. 9, issue 2, 225-255

Date: 2002
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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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