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Results for "stochastic volatility garch"

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  • Stochastic Volatility Model

    from http://www.riskglossary.com/link/volatility_skew.htm Stochastic volatility models are a category of stochastic processes that have stochastic (random) second moments. Stated another way, they have random volatility or are conditionally heteroskedastic. "Stochastic volatility model" is a t...

    Tags: stochastic volatility garch

    1969 days ago