Inference procedures for stable-Paretian stochastic volatility models (Q1931045)

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Inference procedures for stable-Paretian stochastic volatility models
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    Inference procedures for stable-Paretian stochastic volatility models (English)
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    24 January 2013
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    stable-Paretian distribution
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    characteristic function
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    estimation
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    first order stationary auto-regressive processes
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