"Information-Theoretic Analysis of stochastic volatility Models."

Oliver Pfante, Nils Bertschinger (2019)

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DOI: 10.1142/S021952591850025X

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type: Journal Article

metadata version: 2025-01-19

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Oliver Pfante, Nils Bertschinger:
Information-Theoretic Analysis of stochastic volatility Models. Adv. Complex Syst. 22(1): 1850025:1-1850025:21 (2019)

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