Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling fat tails in stock returns: a multivariate stable-GARCH approach |
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Modeling fat tails in stock returns: a multivariate stable-GARCH approach (English)
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30 January 2015
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stable Paretian distributions
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Fourier transform
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value-at-risk
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high dimensional modeling
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