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Research Article
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility
Fernanda G. B. Mendesa Departamento de Estatística, Universidade Federal de Minas Gerais, Belo Horizonte, BrazilView further author information
, Wagner Barreto-Souzab School of Mathematics and Statistics, University College Dublin, Dublin 4, Republic of IrelandCorrespondence[email protected]
https://orcid.org/0000-0003-0831-7881View further author information
Sokol Ndrecaa Departamento de Estatística, Universidade Federal de Minas Gerais, Belo Horizonte, BrazilView further author information
Published online: 28 Mar 2024
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