Q3538255 (Q3538255): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:42, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
24 November 2008
0 references
stable distribution
0 references
EPGARCH model
0 references
VaR calculation
0 references
leptokurtosis and fat-tail
0 references
volatility clustering
0 references
