A nonparametric threshold model with application to zero returns (Q660063): Difference between revisions
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Revision as of 22:33, 10 February 2024
scientific article
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English | A nonparametric threshold model with application to zero returns |
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A nonparametric threshold model with application to zero returns (English)
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25 January 2012
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censoring
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extreme value theory
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GARCH
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index returns
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