Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232)
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scientific article; zbMATH DE number 7734249
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| English | Asymmetry in stochastic volatility models with threshold and time-dependent correlation |
scientific article; zbMATH DE number 7734249 |
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Asymmetry in stochastic volatility models with threshold and time-dependent correlation (English)
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5 September 2023
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asymmetry volatility
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stochastic volatility model
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threshold
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time-dependent correlation
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