Stochastic Volatility Models with Long Memory (Q3646960)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility Models with Long Memory |
scientific article |
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Stochastic Volatility Models with Long Memory (English)
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27 November 2009
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long-memory stochastic volatility (LMSV)
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latent volatility process
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estimation
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