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Stochastic volatility models for financial time series
Stochastic volatility models are used in mathematical finance to describe the evolution of asset returns, which typically exhibit changing variances over time.
Located in Examples / State-space models
Stochastic volatility models for financial time series
Stochastic volatility models are used in mathematical finance to describe the evolution of asset returns, which typically exhibit changing variances over time.
Located in Examples / State-space models