Multi-regime nonlinear capital asset pricing models (Q2866374)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-regime nonlinear capital asset pricing models |
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Multi-regime nonlinear capital asset pricing models (English)
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13 December 2013
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financial time series
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ARCH
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asymmetry
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Bayesian analysis
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value at risk
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time series economics
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volatility modelling
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