Items where Author is "Buccheri, Giuseppe"

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Buccheri, Giuseppe, Corsi, Fulvio, Flandoli, Franco and Livieri, Giulia ORCID: 0000-0002-3777-7329 (2021) The continuous-time limit of score-driven volatility models. Journal of Econometrics, 221 (2). pp. 655-675. ISSN 0304-4076

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