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Nonstationary Continuous - Time Processes ∗
∗Preliminary Comments are welcome. Paper written for the Handbook of Financial Econometrics edited by Yacine Aı̈t-Sahalia and Lars Peter Hansen. We thank Darrell Duffie, Benoit Perron and Mark Watson for discussions and Seoyeon Lee for research assistance. Bandi acknowledges financial support from the IBM Corporation Faculty Research Fund at the University of Chicago. Phillips thanks fhe NSF for...
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ژورنال
عنوان ژورنال: Zeitschrift für Physik A Hadrons and nuclei
سال: 1968
ISSN: 0939-7922
DOI: 10.1007/bf01420672