Volatility regressions with fat tails (Q2227065)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility regressions with fat tails |
scientific article |
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Volatility regressions with fat tails (English)
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9 February 2021
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volatility
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autoregression
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fat tails
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random limits
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