Q3580594 (Q3580594): Difference between revisions
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Revision as of 15:19, 28 February 2024
scientific article
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scientific article |
Statements
13 August 2010
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GARCH models
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generalized hyperbolic distribution
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heteroscedasticity
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quasi-residuals
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saddle point approximations
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volatility estimate and value-at-risk
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