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Latest revision as of 05:04, 3 July 2024

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BL-GARCH models with elliptical distributed innovations
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    BL-GARCH models with elliptical distributed innovations (English)
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    17 September 2010
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    BL-GARCH process
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    elliptical distribution
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    leverage effects
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    maximum likelihood
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    Monte Carlo method
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    volatility clustering
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