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- W1566806129 abstract "This chapter contains sections titled: 13.1 Stock Price Dynamic 13.2 Risk-Neutral Dynamic 13.3 Non-Normal Infinitely Divisible GARCH 13.4 Simulate Infinitely Divisible GARCH Appendix References" @default.
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- W1566806129 date "2011-01-24" @default.
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- W1566806129 title "Infinitely Divisible GARCH Models" @default.
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- W1566806129 doi "https://doi.org/10.1002/9781118268070.ch13" @default.
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