Volatility Modeling with a Generalized<i>t</i>Distribution (Q2968461)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility Modeling with a Generalized<i>t</i>Distribution |
scientific article |
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Volatility Modeling with a Generalized<i>t</i>Distribution (English)
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16 March 2017
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asymmetry
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dynamic conditional score model
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partially adaptive estimation
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robustness
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tail index
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