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Ishida , Isao and McAleer, Michael and Oya, Kosuke (2011) Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2011, ] (Unpublished)

This list was generated on Wed Sep 22 03:06:20 2021 CEST.