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A Bayesian Semiparametric Realized Stochastic Volatility Model
 
 

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Journal: J. Risk Financial Manag., 2022
Volume: 15
Number: 18

Article: Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases
Authors: by Sisa Shiba, Juncal Cunado and Rangan Gupta
Link: https://www.mdpi.com/1911-8074/15/1/18

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