A semiparametric stochastic volatility model (Q738174)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric stochastic volatility model |
scientific article |
Statements
A semiparametric stochastic volatility model (English)
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15 August 2016
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leverage effect
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simulated maximum likelihood
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Laplace approximation
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spline
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