Bootstrapping non-stationary stochastic volatility (Q2043261)
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scientific article; zbMATH DE number 7376512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping non-stationary stochastic volatility |
scientific article; zbMATH DE number 7376512 |
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Bootstrapping non-stationary stochastic volatility (English)
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30 July 2021
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bootstrap
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non-stationary stochastic volatility
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random limit measures
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weak convergence in distribution
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