Robust estimation and inference for heavy tailed GARCH (Q2515512)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation and inference for heavy tailed GARCH |
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Robust estimation and inference for heavy tailed GARCH (English)
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5 August 2015
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GARCH
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heavy tails
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QML
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robust inference
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tail trimming
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