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Volatility occupation times
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Volatility occupation times6 visible / 6 total nodes / 5 links

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AuthorshipAuthorshipAuthorshipTopic signalTopic signalVolatility occupation timesWVolatility occupation timespreprint / 2013Jia LiAJia LiResearcherViktor TodorovAViktor TodorovResearcherGeorge TauchenAGeorge TauchenResearchermath.STTmath.ST3384 worksStatistics TheoryTStatistics Theory3281 works
Paper5 links

Volatility occupation times

preprint / 2013

PersonJia LiAuthorship / ResearcherPersonViktor TodorovAuthorship / ResearcherPersonGeorge TauchenAuthorship / ResearcherTopicmath.STTopic signal / 3384 worksTopicStatistics TheoryTopic signal / 3281 works

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