Dependence properties of stochastic volatility models (Q6995664)
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scientific article; zbMATH DE number 8028751
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Dependence properties of stochastic volatility models |
scientific article; zbMATH DE number 8028751 |
Statements
Dependence properties of stochastic volatility models (English)
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17 April 2025
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nonlinear time series
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temporal dependence
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stochastic volatility
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