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ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models

Michael Creel; Dennis Kristensen
Year of publication:
2014
Authors: Creel, Michael D. ; Kristensen, Dennis
Publisher: Aarhus : School of Economics and Management
Subject: Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory
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