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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate model for financial indices and an algorithm for detection of jumps in the volatility |
scientific article; zbMATH DE number 900225471 |
Statements
30 April 2014
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q-fin.ST
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math.PR
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