Stochastic Volatility: Origins and Overview (Q3646956)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility: Origins and Overview |
scientific article |
Statements
Stochastic Volatility: Origins and Overview (English)
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27 November 2009
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stochastic volatility
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MCMC
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ARMA-GARCH
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options
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realized volatility
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