Nonparametric estimation of stochastic volatility models (Q1929062)
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scientific article; zbMATH DE number 6122290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of stochastic volatility models |
scientific article; zbMATH DE number 6122290 |
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Nonparametric estimation of stochastic volatility models (English)
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7 January 2013
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nonparametric estimation
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stochastic volatility
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realized volatility
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