Estimation of stochastic volatility by using Ornstein–Uhlenbeck type models
| Autor: | Mariani, Maria C., Bhuiyan, Md Al Masum, Tweneboah, Osei K. |
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| Zdroj: | In Physica A: Statistical Mechanics and its Applications 1 February 2018 491:167-176 |
| Databáze: | ScienceDirect |
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