Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906)
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scientific article; zbMATH DE number 7257695
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| English | Stochastic volatility models for ordinal-valued time series with application to finance |
scientific article; zbMATH DE number 7257695 |
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Stochastic volatility models for ordinal-valued time series with application to finance (English)
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7 October 2020
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grouped move
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high-frequency finance
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Markov chain Monte Carlo
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multigrid Monte Carlo
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price process
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transformation group
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0.8773718
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0.8752423
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0.87262166
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0.8683192
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0.8649195
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0.8648895
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0.8633431
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