Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps (Q6205567)
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scientific article; zbMATH DE number 900061494
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| English | Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps |
scientific article; zbMATH DE number 900061494 |
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9 May 2007
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math.PR
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math.ST
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stat.TH
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