On normal-Laplace stochastic volatility model (Q2694031)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On normal-Laplace stochastic volatility model |
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On normal-Laplace stochastic volatility model (English)
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27 March 2023
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stochastic volatility
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normal-Laplace distribution
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autoregressive process
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generalized method of moments
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financial time series
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