Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations |
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Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (English)
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4 May 2016
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data tilting
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GARCH models
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heavy tail
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tail empirical process
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value-at-risk
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