Volatility regressions with fat tails (Q2227065)

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Volatility regressions with fat tails
scientific article

    Statements

    title
    Volatility regressions with fat tails (English)
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    author
    Jihyun Kim
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    Nour Meddahi
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    publication date
    9 February 2021
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    zbMATH Keywords
    volatility
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    autoregression
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    fat tails
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    random limits
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    Identifiers

    zbMATH DE Number
    7308428
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