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~isPartOf:"Handbook of financial time series"
~subject:"Actuarial mathematics"
~subject:"Stochastischer Prozess"
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Actuarial mathematics
Stochastischer Prozess
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Mikosch, Thomas
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Handbook of financial time series
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Probabilistic properties of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 255-267)
.
2009
Persistent link: https://www.econbiz.de/10003833954
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Extremes of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 355-364)
.
2009
Persistent link: https://www.econbiz.de/10003833971
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