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scientific article; zbMATH DE number 1106711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1106711 |
Statements
21 January 1998
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stochastic volatility
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GARCH
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return volatility
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trading volume
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mixture of distributions hypothesis
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generalized method of moments
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