Modeling Asset Prices
Year of publication: |
2010-06
|
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Authors: | Gentle, James E. ; Härdle, Wolfgang Karl |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Discrete time series models | continuous time diffusion models | models with jumps | stochastic volatility | GARCH |
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