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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper"
~subject:"State space model"
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Search: subject_exact:"Stochastic volatility model"
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Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
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Hsiao, Chih-ying
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2010
Persistent link: https://www.econbiz.de/10008663099
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Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
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2015
Persistent link: https://www.econbiz.de/10011442792
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