Q3180864 (Q3180864): Difference between revisions
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| Property / author: Xiao-Li Gong / rank | |||
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| Property / author: Xin-Tian Zhuang / rank | |||
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Revision as of 10:08, 1 March 2024
scientific article
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scientific article |
Statements
6 January 2017
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jump diffusion
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jump intensity
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volatility diffusion
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mixed GARCH model
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feedback effect
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