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Reports Year : 1995

Estimating the Instantaneous Volatility and Covariance of Risky Assets

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hal-00607603 , version 1 (09-07-2011)

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  • HAL Id : hal-00607603 , version 1

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Marc Chesney, Robert J. Elliott. Estimating the Instantaneous Volatility and Covariance of Risky Assets. 1995. ⟨hal-00607603⟩

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