Real time estimation of stochastic volatility processes (Q1931658)
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scientific article; zbMATH DE number 6125696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real time estimation of stochastic volatility processes |
scientific article; zbMATH DE number 6125696 |
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Real time estimation of stochastic volatility processes (English)
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15 January 2013
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stochastic volatility
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financial time series
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GARCH processes
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recursive estimation
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Markovian dynamics
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