Estimation of stochastic volatility models by nonparametric filtering (Q2826006)
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scientific article; zbMATH DE number 6639302
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| English | Estimation of stochastic volatility models by nonparametric filtering |
scientific article; zbMATH DE number 6639302 |
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14 October 2016
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Estimation of stochastic volatility models by nonparametric filtering (English)
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0.8645934462547302
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0.8430002927780151
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