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    Bayesian estimation of stochastic volatility jump diffusion model parameters using S&P 500 and VIX data

    Bayesian estimation of stochastic volatility jump diffusion model parameters using S&P 500 and VIX data by Fullenbaum, Scott, Hebner, Jackson, Hwang, Dong Min, Liebner, Jeffrey, Lu, Qin, Wine, Ashton

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