The continuous-time limit of score-driven volatility models (Q2658765)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The continuous-time limit of score-driven volatility models |
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The continuous-time limit of score-driven volatility models (English)
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24 March 2021
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weak diffusion limits
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score-driven models
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Student-\(t\)
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general error distribution
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