Integrating Volatility Clustering Into Exponential Lévy Models (Q3182422): Difference between revisions

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Latest revision as of 01:05, 2 July 2024

scientific article
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Integrating Volatility Clustering Into Exponential Lévy Models
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    Integrating Volatility Clustering Into Exponential Lévy Models (English)
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    8 October 2009
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    convoluted Lévy process
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    financial modeling
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    subordination
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    volatility clustering
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