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