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Journal: J. Risk Financial Manag., 2021
Volume: 14
Number: 225

Article: Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects
Authors: by Zhongxian Men, Tony S. Wirjanto and Adam W. Kolkiewicz
Link: https://www.mdpi.com/1911-8074/14/5/225

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