An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445)
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scientific article; zbMATH DE number 5254166
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| English | An empirical evaluation of fat-tailed distributions in modeling financial time series |
scientific article; zbMATH DE number 5254166 |
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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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0.7780701518058777
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0.769917905330658
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0.7498958706855774
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0.7481870055198669
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0.7453901171684265
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