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scientific article; zbMATH DE number 2042816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2042816 |
Statements
15 February 2004
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aggregate returns
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heteroskedastic models
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kurtosis
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Monte Carlo methods
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skewness
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square root of time rule
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volatility
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