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Dong, Xu (1)
Mullhaupt, Andrew Peter (1)Rachev, Svetlozar (1)Smith, Noah. (1)
Xing, Haipeng (1)
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Applied mathematics (1)
cross-sectional volatility, EH model, EM algorithm, factor model, Jeffrey's Prior, spike phenomenon (1)... View MoreDate Issued2013 (1)Has File(s)Yes (1)