Volatility filtering in estimation of kurtosis (and variance) (Q2283658)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility filtering in estimation of kurtosis (and variance) |
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Volatility filtering in estimation of kurtosis (and variance) (English)
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13 January 2020
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returns
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persistence
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thick tails
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kurtosis
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variance
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GARCH
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confidence intervals
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