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![]() Date: 2013-01-16 21:49:36Economics Volatility Stochastic volatility Autoregressive conditional heteroskedasticity Black–Scholes Realized variance Realized kernel Implied volatility VIX Mathematical finance Financial economics Finance | Add to Reading List |
![]() | Ann Inst Stat Math:621–637 DOIs10463x Parameter change test for autoregressive conditional duration models Sangyeol Lee1 · Haejune Oh1DocID: 1rjRw - View Document |
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