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Items where Author is "Livieri, G."

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Buccheri, G., Corsi, F. ORCID: 0000-0003-2683-4479, Flandoli, F. and Livieri, G. (2020). The continuous-time limit of score-driven volatility models. Journal of Econometrics, doi: 10.1016/j.jeconom.2020.07.042

Bormetti, G., Casarin, R., Corsi, F. ORCID: 0000-0003-2683-4479 and Livieri, G. (2019). A Stochastic Volatility Model With Realized Measures for Option Pricing. Journal of Business & Economic Statistics, doi: 10.1080/07350015.2019.1604371

This list was generated on Wed Nov 25 05:10:04 2020 UTC.