A multivariate model for financial indices and an algorithm for detection of jumps in the volatility (Q6251135)

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scientific article; zbMATH DE number 900225471
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A multivariate model for financial indices and an algorithm for detection of jumps in the volatility
scientific article; zbMATH DE number 900225471

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    30 April 2014
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    q-fin.ST
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    math.PR
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