Inference in Lévy-type stochastic volatility models (Q3590750)
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scientific article; zbMATH DE number 5186225
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| English | Inference in Lévy-type stochastic volatility models |
scientific article; zbMATH DE number 5186225 |
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Inference in Lévy-type stochastic volatility models (English)
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3 September 2007
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Levy process
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multipower variation estimator
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integrated volatility
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0.94898486
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0.9408281
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0.9401775
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0.9321148
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0.92264676
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0.92108107
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0.9209229
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0.91548026
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