GARCH quasi-likelihood ratios for SV model and the diffusion limit (Q2197597)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH quasi-likelihood ratios for SV model and the diffusion limit |
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GARCH quasi-likelihood ratios for SV model and the diffusion limit (English)
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1 September 2020
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approximating process
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financial modeling
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likelihood process
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stochastic differential equation
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stochastic volatility
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