Aggregation and memory of models of changing volatility (Q278251)
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scientific article; zbMATH DE number 6575964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Aggregation and memory of models of changing volatility |
scientific article; zbMATH DE number 6575964 |
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Aggregation and memory of models of changing volatility (English)
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2 May 2016
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stochastic volatility
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contemporaneous aggregation
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long memory
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