Practical implications of higher moments in risk management (Q413990)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Practical implications of higher moments in risk management |
scientific article |
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Practical implications of higher moments in risk management (English)
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8 May 2012
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VaR prediction
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GARCH models
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skewness
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time-varying skewness
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time-varying kurtosis
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