- Tytuł:
- Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry.
- Autorzy:
- Temat:
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STOCHASTIC models
MARKET volatility STOCK exchanges
STOCKS (Finance)
STATISTICAL correlation
VOLATILITY (Securities) - Źródło:
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Quantitative Finance ; Jan2023, Vol. 23 Issue 1, p35-51, 17p
Czasopismo naukowe