Value-at-risk estimation with new skew extension of generalized normal distribution (Q5866105)
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scientific article; zbMATH DE number 7539738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value-at-risk estimation with new skew extension of generalized normal distribution |
scientific article; zbMATH DE number 7539738 |
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Value-at-risk estimation with new skew extension of generalized normal distribution (English)
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10 June 2022
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GARCH model
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alpha-skew generalized normal
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value-at-risk
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volatility
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