Fat tails in leading indicators (Q2208677)

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Fat tails in leading indicators
scientific article

    Statements

    title
    Fat tails in leading indicators (English)
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    author
    Tamás Kiss
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    Pär Österholm
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    publication date
    3 November 2020
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    zbMATH Keywords
    non-Gaussianity
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    GARCH
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    Identifiers

    zbMATH DE Number
    7269448
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