The memory of stochastic volatility models (Q5932777): Difference between revisions

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Revision as of 16:33, 3 June 2024

scientific article; zbMATH DE number 1607365
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English
The memory of stochastic volatility models
scientific article; zbMATH DE number 1607365

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    The memory of stochastic volatility models (English)
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    17 August 2001
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    nonlinear functions of Gaussian processes
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    long memory
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    stochastic volatility
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