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AuthorDong, Xu (1)Mullhaupt, Andrew Peter (1)Rachev, Svetlozar (1)Smith, Noah. (1)Xing, Haipeng (1)Subject
Applied mathematics (1)
cross-sectional volatility, EH model, EM algorithm, factor model, Jeffrey's Prior, spike phenomenon (1)
... View MoreDate Issued
2013 (1)
Has File(s)Yes (1)