Econometric analysis of jump-driven stochastic volatility models (Q737254)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric analysis of jump-driven stochastic volatility models |
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Econometric analysis of jump-driven stochastic volatility models (English)
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10 August 2016
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Lévy process
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method-of-moments
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power variation
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quadratic variation
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realized variance
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stochastic volatility
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