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Recovering the probability density function of asset prices using garch as diffusion approximations

By Fabio Fornari and Antonio Mele
Topics: HG Finance
Publisher: Elsevier BV
Year: 2001
DOI identifier: 10.1016/S0927-5398(01)00021-4
OAI identifier: oai:eprints.lse.ac.uk:19590
Provided by: LSE Research Online
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