Non-linear filtering for stochastic volatility models with heavy tails and leverage /

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Dettagli Bibliografici
Autore principale: Clements, Adam
Ente Autore: Queensland University of Technology. School of Economics and Finance
Altri autori: White, Scott
Natura: Libro
Lingua:English
Pubblicazione: Brisbane : School of Economics and Finance, Queensland University of Technology, 2005.
Serie:Discussion papers in economics, finance and international competitiveness ; no. 192.
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245 1 0 |a Non-linear filtering for stochastic volatility models with heavy tails and leverage /  |c Adam Clements & Scott White. 
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300 |a 20 p. ;  |c 21 cm. 
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