Gaussian copula under multiscale volatility (Q3552654)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian copula under multiscale volatility |
scientific article |
Statements
Gaussian copula under multiscale volatility (English)
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22 April 2010
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Gaussian copula
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regular and singular perturbations
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multiscale stochastic volatility
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tail dependence
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