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Estimating the Instantaneous Volatility and Covariance of Risky Assets

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https://hal-hec.archives-ouvertes.fr/hal-00607603
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Saturday, July 9, 2011 - 10:03:54 PM
Last modification on : Saturday, June 25, 2022 - 10:52:28 AM

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  • HAL Id : hal-00607603, version 1

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HEC | CNRS | LARA

Citation

Marc Chesney, Robert J. Elliott. Estimating the Instantaneous Volatility and Covariance of Risky Assets. 1995. ⟨hal-00607603⟩

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