Stochastic Volatility and Realized Stochastic Volatility Models

Full text!
Format:
e-book
Title:
Stochastic Volatility and Realized Stochastic Volatility Models
Author:
Makoto Takahashi; Omori, Yasuhiro; Watanabe, Toshiaki
Language:
English
Publisher:
Springer Nature 2023
ISBN:
981-9909-34-1
981-9909-35-X
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