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Stochastic Volatility Models as Hidden Markov Models and Statistical Applications
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Stochastic Volatility Models as Hidden Markov Models and Statistical Applications
Published in
Bernoulli
• Dec 1, 2000
Authors:
Valentine Genon-Catalot
,
Thierry Jeantheau
,
Catherine Larédo
+1 more
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Mathematics
Ergodicity
Stochastic volatility
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