Bayesian estimation of the stochastic volatility model with double exponential jumps
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Publication:2047037
DOI10.1007/s11147-020-09173-1zbMath1470.91261OpenAlexW3119499980WikidataQ115602861 ScholiaQ115602861MaRDI QIDQ2047037
Publication date: 19 August 2021
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-020-09173-1
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- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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