Inference procedures for stable-Paretian stochastic volatility models (Q1931045)
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scientific article; zbMATH DE number 6128907
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| English | Inference procedures for stable-Paretian stochastic volatility models |
scientific article; zbMATH DE number 6128907 |
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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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0.8211216926574707
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0.8156505823135376
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0.8149290084838867
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0.8149287104606628
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0.8087899088859558
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