The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The microstructure of stochastic volatility models with self-exciting jump dynamics |
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The microstructure of stochastic volatility models with self-exciting jump dynamics (English)
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20 December 2022
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stochastic volatility
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self-exciting jumps
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Hawkes process
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branching process
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affine model
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