On the applicability of stochastic volatility models (Q1010565)
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scientific article; zbMATH DE number 5540554
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| English | On the applicability of stochastic volatility models |
scientific article; zbMATH DE number 5540554 |
Statements
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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0.7267977595329285
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0.7261448502540588
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0.7218807339668274
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0.7140592336654663
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0.7074037194252014
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