Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility (Q2066041)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility |
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Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility (English)
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13 January 2022
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Hurst exponent
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time series
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multi-fractional Brownian motion
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stochastic volatility
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Bayesian analysis
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