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Doubly stochastic measures with hairpin support

โœ Scribed by H. Sherwood; M. D. Taylor


Publisher
Springer
Year
1988
Tongue
English
Weight
470 KB
Volume
78
Category
Article
ISSN
1432-2064

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A rapid development of time series models and methods addressing volatility in computational finance and econometrics are recently reported in the financial literature. This paper considers doubly stochastic volatility models with GARCH errors. General properties for process mean, variance and kurto