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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 : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00607603, version 1

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

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