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Testing the bivariate mixture hypothesis using German Stock market data. (1996). Liesenfeld, Roman ; Jung, Robert C..
In: European Financial Management.
RePEc:bla:eufman:v:2:y:1996:i:3:p:273-297.

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  1. Andersen T. G., 1994. GMM estimation of a stochastic volatility model: A Monte Carlo study

  2. Andersen T. G., 1994. Return volatility and trading volume: an information interpretation of stochastic volatility
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