Kurtosis analysis in GARCH models with Gram-Charlier-like innovations (Q2324690)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kurtosis analysis in GARCH models with Gram-Charlier-like innovations |
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Kurtosis analysis in GARCH models with Gram-Charlier-like innovations (English)
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12 September 2019
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orthogonal polynomials
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GARCH model
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Gram-Charlier-like expansions
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kurtosis
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