Long memory and regime switching in the stochastic volatility modelling (Q2678633)
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scientific article; zbMATH DE number 7645016
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| English | Long memory and regime switching in the stochastic volatility modelling |
scientific article; zbMATH DE number 7645016 |
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Long memory and regime switching in the stochastic volatility modelling (English)
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23 January 2023
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long memory
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stochastic volatility
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regime switching
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MCMC
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