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scientific article; zbMATH DE number 2143288
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 2143288 |
Statements
10 March 2005
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extreme value theory
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generalized error distribution
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stochastic volatility model
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tail behaviour
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0.94336474
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0.94336474
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0.92842025
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0.9154889
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0.8949957
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0.8931607
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0.88928324
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