Estimating stochastic volatility models using realized measures (Q2691659)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating stochastic volatility models using realized measures |
scientific article |
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Estimating stochastic volatility models using realized measures (English)
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30 March 2023
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efficient importance sampling
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leverage effect
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parameter-driven models
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realized volatility
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stochastic volatility model
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