The split-SV model
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Cites work
- scientific article; zbMATH DE number 1865388 (Why is no real title available?)
- scientific article; zbMATH DE number 6161800 (Why is no real title available?)
- scientific article; zbMATH DE number 5243765 (Why is no real title available?)
- scientific article; zbMATH DE number 2239337 (Why is no real title available?)
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Cited in
(6)- Noise-indicator nonnegative integer-valued autoregressive time series of the first order
- A class of polynomials and connections with Bernoulli's numbers
- Fourier inference for stochastic volatility models with heavy-tailed innovations
- The split-BREAK model
- An application of the ECF method and numerical integration in estimation of the stochastic volatility models
- Model of general split-BREAK process
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