Two-sided exponential-geometric distribution: inference and volatility modeling (Q2319488)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Two-sided exponential-geometric distribution: inference and volatility modeling |
scientific article; zbMATH DE number 7095932
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two-sided exponential-geometric distribution: inference and volatility modeling |
scientific article; zbMATH DE number 7095932 |
Statements
Two-sided exponential-geometric distribution: inference and volatility modeling (English)
0 references
19 August 2019
0 references
GARCH
0 references
GJR-GARCH
0 references
exponential-geometric distribution
0 references
value-at-risk
0 references
volatility
0 references
0 references
0 references
0 references
0 references
0 references
0.8141846656799316
0 references
0.7699878215789795
0 references
0.7528706192970276
0 references
0.7328473329544067
0 references
0.7327232956886292
0 references
