Sample quantile analysis for long-memory stochastic volatility models (Q888329): Difference between revisions

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Latest revision as of 23:28, 10 July 2024

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Sample quantile analysis for long-memory stochastic volatility models
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    Sample quantile analysis for long-memory stochastic volatility models (English)
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    30 October 2015
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    sample quantile
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    long-memory stochastic volatility model
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    least absolute deviation estimator
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    asymptotic normality
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    sampling window method
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    value-at-risk
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