GARCH and irregularly spaced data (Q1929030)
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scientific article; zbMATH DE number 6122259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH and irregularly spaced data |
scientific article; zbMATH DE number 6122259 |
Statements
GARCH and irregularly spaced data (English)
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7 January 2013
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volatility
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continuous time model
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exact discretization
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