Efficient volatility estimation in a two‐factor model (Q5136965)
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scientific article; zbMATH DE number 7279465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient volatility estimation in a two‐factor model |
scientific article; zbMATH DE number 7279465 |
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Efficient volatility estimation in a two‐factor model (English)
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30 November 2020
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discrete observations
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electricity market modeling
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financial statistics
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