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Miazhynskaia, T., Dockner, E., Frühwirth-Schnatter, S., Dorffner, G. (2005). Non-linear Volatility Modeling in Classical and Bayesian Frameworks with Applications to Risk Management. In: Taudes, A. (eds) Adaptive Information Systems and Modelling in Economics and Management Science. Interdisciplinary Studies in Economics and Management, vol 5. Springer, Vienna. https://doi.org/10.1007/3-211-29901-7_5
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