INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS (Q6203301)
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scientific article; zbMATH DE number 7825225
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| English | INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS |
scientific article; zbMATH DE number 7825225 |
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INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS (English)
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27 March 2024
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information theory
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stochastic volatility
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Bayesian analysis
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