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~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Chang, Chia-Lin"
~person:"Omori, Yasuhiro"
~person:"Todorov, Viktor"
~subject:"Monte-Carlo-Simulation"
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News impact curve for stochastic volatility models
Takahashi, Makoto
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Omori, Yasuhiro
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Watanabe, Toshiaki
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2012
Persistent link: https://www.econbiz.de/10009618591
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Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew student's t-distribution
Nakajima, Jouchi
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Omori, Yasuhiro
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2010
Persistent link: https://www.econbiz.de/10003940764
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