Inference in Lévy-type stochastic volatility models (Q3590750)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in Lévy-type stochastic volatility models |
scientific article |
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Inference in Lévy-type stochastic volatility models (English)
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3 September 2007
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Levy process
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multipower variation estimator
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integrated volatility
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