Incorporating realized quarticity into a realized stochastic volatility model (Q2011046)
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English | Incorporating realized quarticity into a realized stochastic volatility model |
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Incorporating realized quarticity into a realized stochastic volatility model (English)
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28 November 2019
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asymmetric effect
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Markov chain Monte Carlo
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realized quarticity
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stochastic volatility
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Student-\(t\) distribution
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