Abelian theorems for stochastic volatility models with application to the estimation of jump activity (Q1761482)
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scientific article; zbMATH DE number 6106880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Abelian theorems for stochastic volatility models with application to the estimation of jump activity |
scientific article; zbMATH DE number 6106880 |
Statements
Abelian theorems for stochastic volatility models with application to the estimation of jump activity (English)
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15 November 2012
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affine stochastic volatility model
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abelian theorem
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Blumenthal-Getoor index
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0.9234897
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0.8658757
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0.85872895
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0.8577483
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0.8558773
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0.8554302
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0.8542148
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