Testing for volatility jumps in the stochastic volatility process (Q862565)
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scientific article; zbMATH DE number 5118219
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for volatility jumps in the stochastic volatility process |
scientific article; zbMATH DE number 5118219 |
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Testing for volatility jumps in the stochastic volatility process (English)
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24 January 2007
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jump process
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Lagrange multiplier test
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stochastic volatility process
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