Inference procedures for stable-Paretian stochastic volatility models (Q1931045): Difference between revisions

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Property / DOI: 10.1016/j.mcm.2011.09.044 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.mcm.2011.09.044 / rank
 
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Property / OpenAlex ID: W2038978888 / rank
 
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Latest revision as of 13:25, 16 December 2024

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Inference procedures for stable-Paretian stochastic volatility models
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    Inference procedures for stable-Paretian stochastic volatility models (English)
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    24 January 2013
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    stable-Paretian distribution
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    characteristic function
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    estimation
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    first order stationary auto-regressive processes
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