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Communications in Statistics: Case Studies, Data Analysis and Applications Volume 8, 2022 - Issue 3
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Articles

Stochastic volatility with missing data: Assessing the effects of holidays

Omar Abbaraa Canvas Capital S.A., Sao Paulo, BrazilCorrespondence[email protected]
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Mauricio Zevallosb Department of Statistics, University of Campinas, Campinas, BrazilView further author information
Pages 423-433 | Published online: 14 Jun 2022

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