Risk-parameter estimation in volatility models (Q473360)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-parameter estimation in volatility models |
scientific article |
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Risk-parameter estimation in volatility models (English)
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24 November 2014
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GARCH
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quantile regression
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quasi-maximum likelihood
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risk measures
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value-at-risk
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