Browsing byAuthorScharth, M
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Issue Date | Title | Author(s) |
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2022-01-01 | Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model | Li, M; Scharth, M |
Issue Date | Title | Author(s) |
---|---|---|
2022-01-01 | Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model | Li, M; Scharth, M |