Stochastic volatility models including open, close, high and low prices

Published 2010 View Full Article

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Title
Stochastic volatility models including open, close, high and low prices
Authors
Keywords
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Journal
QUANTITATIVE FINANCE
Volume 12, Issue 2, Pages 199-212
Publisher
Informa UK Limited
Online
2010-11-25
DOI
10.1080/14697688.2010.492233
References
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