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Latest revision as of 11:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
13 August 2010
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GARCH models
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generalized hyperbolic distribution
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heteroscedasticity
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quasi-residuals
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saddle point approximations
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volatility estimate and value-at-risk
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