A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA (Q3523569): Difference between revisions

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Latest revision as of 10:55, 30 July 2024

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A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
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    A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA (English)
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    3 September 2008
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    stochastic volatility models
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    volatility estimation
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    nonlinear filtering theory
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    reference probability approach
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    filter approximations
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