The generalized Gudermannian distribution: inference and volatility modelling (Q4632277): Difference between revisions

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Revision as of 01:42, 19 July 2024

scientific article; zbMATH DE number 7048450
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English
The generalized Gudermannian distribution: inference and volatility modelling
scientific article; zbMATH DE number 7048450

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    The generalized Gudermannian distribution: inference and volatility modelling (English)
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    29 April 2019
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    Gudermannian function
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    GARCH model
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    alpha-skew normal
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    value-at-risk
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    volatility
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