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Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects
Ghysels, Eric; Jasiak, Joanna
Issue Date : 1995-06

Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna
Issue Date : 1995-10

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