An analysis of the flexibility of asymmetric power GARCH models (Q1010472)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analysis of the flexibility of asymmetric power GARCH models |
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An analysis of the flexibility of asymmetric power GARCH models (English)
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6 April 2009
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power GARCH
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value-at-risk
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volatility
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stock market
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