Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934): Difference between revisions

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Revision as of 21:48, 11 July 2024

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Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
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    Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (English)
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    4 May 2016
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    data tilting
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    GARCH models
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    heavy tail
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    tail empirical process
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    value-at-risk
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