Stochastic volatility duration models (Q2439049): Difference between revisions
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Revision as of 20:32, 26 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility duration models |
scientific article |
Statements
Stochastic volatility duration models (English)
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7 March 2014
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factor models
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duration
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liquidity risk
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high frequency data
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time at risk
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