Approximating volatility diffusions with CEV-ARCH models (Q956536)
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scientific article; zbMATH DE number 5373169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating volatility diffusions with CEV-ARCH models |
scientific article; zbMATH DE number 5373169 |
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Approximating volatility diffusions with CEV-ARCH models (English)
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25 November 2008
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stochastic volatility
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ARCH filtering
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indirect inference
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