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Items where Author is "Flandoli, F."

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Buccheri, G., Corsi, F. ORCID: 0000-0003-2683-4479, Flandoli, F. & Livieri, G. (2021). The continuous-time limit of score-driven volatility models. Journal of Econometrics, 221(2), pp. 655-675. doi: 10.1016/j.jeconom.2020.07.042

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