Practical implications of higher moments in risk management (Q413990): Difference between revisions
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Revision as of 15:31, 19 March 2024
scientific article
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English | Practical implications of higher moments in risk management |
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Practical implications of higher moments in risk management (English)
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8 May 2012
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VaR prediction
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GARCH models
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skewness
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time-varying skewness
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time-varying kurtosis
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