Dynamic tail inference with log-Laplace volatility (Q2191426): Difference between revisions
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Revision as of 01:12, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic tail inference with log-Laplace volatility |
scientific article |
Statements
Dynamic tail inference with log-Laplace volatility (English)
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24 June 2020
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stochastic volatility
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heavy tails
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extreme events
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nonlinear time series
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tail risk
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