Testing for jumps in the stochastic volatility models (Q1025341)
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scientific article; zbMATH DE number 5566452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for jumps in the stochastic volatility models |
scientific article; zbMATH DE number 5566452 |
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Testing for jumps in the stochastic volatility models (English)
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18 June 2009
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Davies problem
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Dirac's delta function
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jump process
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Lagrange multiplier test
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stochastic volatility process
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