Stable GARCH models for financial time series (Q1904510): Difference between revisions
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Revision as of 03:32, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable GARCH models for financial time series |
scientific article |
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Stable GARCH models for financial time series (English)
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2 May 1996
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fat-tailed distributions
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stable distributions
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generalized autoregressive conditional heteroskedasticity
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financial economics
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