Stochastic volatility models including open, close, high and low prices (Q2893203)

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Stochastic volatility models including open, close, high and low prices
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    Stochastic volatility models including open, close, high and low prices (English)
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    26 June 2012
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    volatility modelling
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    time series analysis
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    stochastic volatility
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    statistics
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    Bayesian statistics
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