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2010), “Discrete-time Volatility Forecasting with Persistent Leverage Effect and the Link with Continuous-time Volatility Modeling

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by Fulvio Corsi , Roberto Renò , Federico Bandi , Tim Bollerslev , Alvaro Cartea , Giampiero Gallo , Roel Oomen , Eduardo Rossi , Paolo Santucci De Magistris , Fabio Trojani
Citations:10 - 2 self