Temporal aggregation of volatility models (Q2439047)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Temporal aggregation of volatility models |
scientific article |
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Temporal aggregation of volatility models (English)
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7 March 2014
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GARCH
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stochastic volatility
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state-space
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SR-SARV
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temporal aggregation
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asset returns
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diffusion processes
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