Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782)

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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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