Estimating stochastic volatility: the rough side to equity returns (Q2292049)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating stochastic volatility: the rough side to equity returns |
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Estimating stochastic volatility: the rough side to equity returns (English)
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31 January 2020
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asset pricing
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stochastic processes
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forecasting
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volatility
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derivatives
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