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