An analysis of the flexibility of asymmetric power GARCH models (Q1010472)
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scientific article; zbMATH DE number 5540493
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| default for all languages | No label defined |
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| English | An analysis of the flexibility of asymmetric power GARCH models |
scientific article; zbMATH DE number 5540493 |
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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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0.7999009490013123
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0.7960281372070312
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0.790513813495636
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0.7831583619117737
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0.7809671759605408
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