A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299)
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scientific article; zbMATH DE number 7346646
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| English | A quantile function approach to the distribution of financial returns following TGARCH models |
scientific article; zbMATH DE number 7346646 |
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A quantile function approach to the distribution of financial returns following TGARCH models (English)
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10 May 2021
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density forecasting
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financial returns
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quantile function
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threshold GARCH
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MCMC
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