Abstract
This chapter gives a summary of the main results scattered in the book and of the main techniques used to obtain them, together with a critical comparison with the more traditional results and techniques available in the literature. Among them are relative versus logarithmic returns, normal versus student innovations, ARCH versus stochastic volatility processes, discrete versus continuous processes, numerical versus analytical results, statistical tests, etc.
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© 2013 Springer-Verlag Berlin Heidelberg
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Zumbach, G. (2013). The Processes Compatible with the Stylized Facts. In: Discrete Time Series, Processes, and Applications in Finance. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31742-2_19
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DOI: https://doi.org/10.1007/978-3-642-31742-2_19
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-31741-5
Online ISBN: 978-3-642-31742-2
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