The conditional characteristic function is a set of difference equations with ... We have used the most standard one which is convenient in the AF-SV model but ...
Elastomers, Networks, and Gels July 2005 The mechanics of semiflexible networks: Implications for the cytoskeleton Alex J. Levine The mechanics of semiflexible ...
The equity return risk premium is tractable and has an affine structure ... follows affine GARCH(1,1) 10/17. Setup of the Empirics: Other Specifications ...