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- W1836735248 abstract "In the previous chapters we have already discussed that volatility plays an important role in modelling financial systems and time series. Unlike the term structure, volatility is unobservable and thus must be estimated from the data." @default.
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- W1836735248 date "2012-11-16" @default.
- W1836735248 modified "2023-09-23" @default.
- W1836735248 title "Time Series with Stochastic Volatility" @default.
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- W1836735248 doi "https://doi.org/10.1007/978-3-642-33929-5_13" @default.
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