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» A Continuous-time GARCH model for stochastic volatility with delay
A Continuous-time GARCH model for stochastic volatility with delay
Authors
Anatoliy Swishchuk
Kazmerchuk, Yuriy and Wu, Jianhong
Link/URL
http://www.math.ucalgary.ca/files/publications/aswish/contgarchnew.pdf
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