On the applicability of stochastic volatility models (Q1010565)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the applicability of stochastic volatility models |
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On the applicability of stochastic volatility models (English)
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6 April 2009
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Bayesian inference
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drift function
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runs test
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short interest rate
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stochastic volatility model
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stochastic volatility model with jumps
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US treasury bill yields
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