Periodic autoregressive stochastic volatility
نویسندگان
چکیده
منابع مشابه
Periodic autoregressive stochastic volatility
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ژورنال
عنوان ژورنال: Statistical Inference for Stochastic Processes
سال: 2016
ISSN: 1387-0874,1572-9311
DOI: 10.1007/s11203-016-9139-z