No label defined (Q3639769)
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scientific article; zbMATH DE number 5620847
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| English | No label defined |
scientific article; zbMATH DE number 5620847 |
Statements
26 October 2009
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ARCH
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heavy-tail distribution
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long-persistence volatility
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value-at-risk
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0.8105014
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0.79594266
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