Autoregressive inverse Gaussian process and the stochastic volatility modeling (Q6107534)
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scientific article; zbMATH DE number 7706256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autoregressive inverse Gaussian process and the stochastic volatility modeling |
scientific article; zbMATH DE number 7706256 |
Statements
Autoregressive inverse Gaussian process and the stochastic volatility modeling (English)
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3 July 2023
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normal inverse Gaussian
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inverse Gaussian
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autoregressive
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stochastic volatility
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levy measure
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