New parameterization of stochastic conditional range models for financial volatility modelling.
| Autor: | Kavungal, Shiji1 (AUTHOR), Thekkedath, Rahul2 (AUTHOR) rahult@rbi.org.in |
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| Zdroj: | Communications in Statistics: Simulation & Computation. Sep2024, p1-15. 15p. 4 Illustrations. |
| Databáze: | Business Source Ultimate |
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