A conditional-SGT-VaR approach with alternative GARCH models (Q2480227)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A conditional-SGT-VaR approach with alternative GARCH models |
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A conditional-SGT-VaR approach with alternative GARCH models (English)
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31 March 2008
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GARCH models
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skewed generalized \(t\) distribution
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conditional value at risk
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expected shortfall
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