Volatility modeling with a generalized \(t\) distribution (Q2968461)
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scientific article; zbMATH DE number 6695513
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| default for all languages | No label defined |
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| English | Volatility modeling with a generalized \(t\) distribution |
scientific article; zbMATH DE number 6695513 |
Statements
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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0.7995193600654602
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0.7994858622550964
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0.7990676164627075
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0.7933028340339661
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