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带有时变杠杆效应的随机波动率模型参数估计及其应用
郝红霞, 胡红倩, 韩忠成, 林金官
带有时变杠杆效应的随机波动率模型参数估计及其应用
Parameter Estimation and Applications for Stochastic Volatility Model with Time-Varying Leverage Effect#br#
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