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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