On the estimation of non linear functions in stochastic volatility models (Q5079046)
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scientific article; zbMATH DE number 7532128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of non linear functions in stochastic volatility models |
scientific article; zbMATH DE number 7532128 |
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On the estimation of non linear functions in stochastic volatility models (English)
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25 May 2022
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volatility
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ergodicity
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smooth function of the sample mean
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bootstrap
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