Non-linear versus non-gaussian volatility models in application to different financial markets

Keywords

Econometrics, Volatility (finance), Linear model, Gaussian, Financial market

References

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Cited by

• Non-linear Volatility Modeling in Classical and Bayesian Frameworks with Applications to Risk ManagementTatiana Miazhynskaia, E. Dockner, Sylvia Frühwirth-Schnatter — 2005

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