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Applied Stochastic Models in Business and Industry 2017

Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions

Abanto-Valle, Carlos A., Langrock, Roland, Chen, Ming-Hui, Cardoso, Michel V.
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Year:
2017
Language:
english
Journal:
Applied Stochastic Models in Business and Industry
DOI:
10.1002/asmb.2246
File:
PDF, 1.38 MB
english, 2017
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