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scientific article; zbMATH DE number 5066273
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5066273 |
Statements
23 October 2006
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COGARCH
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continuous time GARCH
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generalised Ornstein-Uhlenbeck process
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Lévy process
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self-decomposable distribution
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stochastic volatility model
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tail behaviour
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