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scientific article; zbMATH DE number 5371346
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| English | No label defined |
scientific article; zbMATH DE number 5371346 |
Statements
24 November 2008
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stable distribution
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EPGARCH model
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VaR calculation
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leptokurtosis and fat-tail
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volatility clustering
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0.84834915
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0.84310323
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0.84001327
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0.83616495
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0.83280253
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0.83234215
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0.83058566
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