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Books by T.G. Andersen, T. Bollerslev, D. Dobrev

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No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and ... [An article from: Journal of Econometrics]
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No-arbitrage semi-martingale restrictions for continuous-ti…
By: T.G. Andersen, T. Bollerslev, D. Dobrev
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