Returns of Eastern European financial markets: ARMA, GARCH modeling \(\alpha\)-stable distribu\-tions (Q5453606)
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scientific article; zbMATH DE number 5256973
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| English | Returns of Eastern European financial markets: ARMA, GARCH modeling \(\alpha\)-stable distribu\-tions |
scientific article; zbMATH DE number 5256973 |
Statements
3 April 2008
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ARMA
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GARCH
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\(\alpha\)-stable distribution
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STARR and R-ratio risk measures
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0.7686285972595215
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0.7642717361450195
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0.7510921359062195
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0.7475367188453674
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0.7460715770721436
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