Two-sided exponential-geometric distribution: inference and volatility modeling (Q2319488)
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scientific article; zbMATH DE number 7095932
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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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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0.8141846656799316
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0.7699878215789795
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0.7528706192970276
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0.7328473329544067
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0.7327232956886292
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