Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting (Q4687339): Difference between revisions
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Latest revision as of 21:45, 19 March 2024
scientific article; zbMATH DE number 6951855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting |
scientific article; zbMATH DE number 6951855 |
Statements
Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting (English)
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11 October 2018
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asymmetric Laplace distribution
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skewness
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heavy tails
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