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Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility
Christian BachBent Jesper Christensen
其他書名
A State Space Approach
出版School of Economics and Management, 2010
URLhttp://books.google.com.hk/books?id=v-oDyAEACAAJ&hl=&source=gbs_api