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Unified Approach for the Affine and Non-affine Models: An Empirical Analysis on the S&P 500 Volatility Dynamics
Zhu, Shunwei; Wang, Bo.
Computational Economics; Dordrecht Vol. 53, Iss. 4, (Apr 2019): 1421-1442.
DOI:10.1007/s10614-018-9815-8
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