GLM-methods for volatility models (Q4970947)
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scientific article; zbMATH DE number 7257871
Language | Label | Description | Also known as |
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English | GLM-methods for volatility models |
scientific article; zbMATH DE number 7257871 |
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GLM-methods for volatility models (English)
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8 October 2020
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generalized linear models
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Lévy processes
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normal inverse Gaussian distribution
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likelihood for random-effect
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models
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portfolio selection
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