Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying asymmetry and tail thickness in long series of daily financial returns |
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Time-varying asymmetry and tail thickness in long series of daily financial returns (English)
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30 March 2023
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density forecasting
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flexible Fourier form
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GARCH models
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generalized asymmetric Student \(t\) distribution
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tail asymmetry
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