An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical evaluation of fat-tailed distributions in modeling financial time series |
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An empirical evaluation of fat-tailed distributions in modeling financial time series (English)
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26 March 2008
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Bayesian
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GARCH models
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generalized error distribution
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reversible-jump
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