Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models (Q2148604)
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scientific article; zbMATH DE number 7547475
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| English | Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models |
scientific article; zbMATH DE number 7547475 |
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Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models (English)
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24 June 2022
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stochastic volatility
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Ornstein-Uhlenbeck processes
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financial time series
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maximum likelihood estimation
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