karasinski black model

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karasinski black model


hello, somebody know how to build this kind of model?

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Re: karasinski black model

Here is someone you might want to contact: Michael T. Crotty (see: http://repository.lib.ncsu.edu/ir/bitstream/1840.16/3886/1/etd.pdf )

He is currently a SAS employee and that type of analysis was part of his doctoral dissertation.

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