Modeling record-breaking stock prices (Q1782591)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling record-breaking stock prices |
scientific article |
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Modeling record-breaking stock prices (English)
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20 September 2018
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record statistics
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extreme value statistics
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extreme events in financial markets
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random walks
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autoregressive processes
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GARCH-models
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