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Stochastic volatility / Autoregressive conditional heteroskedasticity / Volatility / Maximum likelihood / Normal distribution / Estimation theory / Importance sampling / Time series / Markov switching multifractal / Statistics / Mathematical finance / Mathematical sciences


TI[removed]Tinbergen Institute Discussion Paper The Stochastic Volatility in Mean Model
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Document Date: 2003-04-20 17:47:41


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File Size: 555,82 KB

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