BL-GARCH models with elliptical distributed innovations (Q3589975)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BL-GARCH models with elliptical distributed innovations |
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BL-GARCH models with elliptical distributed innovations (English)
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17 September 2010
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BL-GARCH process
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elliptical distribution
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leverage effects
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maximum likelihood
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Monte Carlo method
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volatility clustering
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