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    author
    Weiping Zhang
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    Xiao-Li Gong
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    Xin-Tian Zhuang
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    publication date
    6 January 2017
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    Mathematics Subject Classification ID
    91G20
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    60J75
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    62P05
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    zbMATH DE Number
    6672136
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    zbMATH Keywords
    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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