Multiple time scales in volatility and leverage correlations: a stochastic volatility model (Q4650903)
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scientific article; zbMATH DE number 2135223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple time scales in volatility and leverage correlations: a stochastic volatility model |
scientific article; zbMATH DE number 2135223 |
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Multiple time scales in volatility and leverage correlations: a stochastic volatility model (English)
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18 February 2005
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