Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851)
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scientific article; zbMATH DE number 7928175
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model |
scientific article; zbMATH DE number 7928175 |
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Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (English)
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17 October 2024
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