Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294)
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scientific article; zbMATH DE number 5173680
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| English | Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection |
scientific article; zbMATH DE number 5173680 |
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Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (English)
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23 July 2007
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stochastic volatility
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Lévy process
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Markov chain Monte Carlo
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model selection
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0.7830379009246826
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0.7781583070755005
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0.7747305035591125
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0.7744588851928711
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0.774458646774292
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