Statistical inference for time-inhomogeneous volatility models. (Q1879945): Difference between revisions
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Revision as of 23:31, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for time-inhomogeneous volatility models. |
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Statistical inference for time-inhomogeneous volatility models. (English)
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15 September 2004
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stochastic volatility model
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adaptive estimation
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local homogeneity
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