Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031): Difference between revisions

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Latest revision as of 03:17, 10 July 2024

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Bad environments, good environments: a non-Gaussian asymmetric volatility model
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    Bad environments, good environments: a non-Gaussian asymmetric volatility model (English)
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    29 May 2015
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    non-Gaussianities
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    GARCH
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    asymmetric volatility
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    conditional skewness
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    risk management
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