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02/05/2020
On the mode and median of the generalized hyperbolic and related distributions
Except for certain parameter values, a closed form formula for the mode ...
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12/10/2018
Bayesian Approach for Parameter Estimation of Continuous-Time Stochastic Volatility Models using Fourier Transform Methods
We propose a two stage procedure for the estimation of the parameters of...
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12/07/2018
