Cite
HARVARD Citation
Verma, A. et al. (2019). A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. Quantitative finance. 19 (6), pp. 981-996. [Online].
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Verma, A. et al. (2019). A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. Quantitative finance. 19 (6), pp. 981-996. [Online].