Two-sided exponential-geometric distribution: inference and volatility modeling (Q2319488)

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Two-sided exponential-geometric distribution: inference and volatility modeling
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    Two-sided exponential-geometric distribution: inference and volatility modeling (English)
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    19 August 2019
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    GARCH
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    GJR-GARCH
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    exponential-geometric distribution
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    value-at-risk
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    volatility
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