COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA (Q2786036)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA |
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COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA (English)
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16 September 2010
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stochastic volatility
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Fourier analysis
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volatility of volatility
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leverage component
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