Application in stochastic volatility models of nonlinear regression with stochastic design (Q5391299)

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scientific article; zbMATH DE number 5875043
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Application in stochastic volatility models of nonlinear regression with stochastic design
scientific article; zbMATH DE number 5875043

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    Application in stochastic volatility models of nonlinear regression with stochastic design (English)
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    6 April 2011
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    nonlinear stochastic design
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    stochastic volatility models
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    nonlinear regression logarithmic return
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