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Latest revision as of 10:05, 12 July 2024

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Econometric analysis of jump-driven stochastic volatility models
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    Econometric analysis of jump-driven stochastic volatility models (English)
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    10 August 2016
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    Lévy process
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    method-of-moments
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    power variation
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    quadratic variation
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    realized variance
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    stochastic volatility
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