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Time Series Models: In econometrics, finance and other fields

... 0.5 0.4 0.4 0.3 0.3 ro 0.2 0.2 0.2 0.1 0.1 0.5 0.6 0.7 0.8 0.9 1.0 0.70 0.80 0.90 1.00 0.85 0.90 0.95 Figure 1.2 QML and Bayes estimate of SV model .

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