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New developments of parametric and semiparametric volatility models with application[...]
Abstract
Abstract
Table of Contents
Introduction
Non- and Semiparametric regression for time series
Modelling volatility
Summary of contents
Concluding Remarks
Bibliography
Dissertation (PhD)
New developments of parametric and semiparametric volatility models with application to quantitative risk management / von Sebastian Letmathe
Place and Date of Creation
Paderborn
2023
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