Estimation and forecasting of long memory stochastic volatility models (Q6039116)
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scientific article; zbMATH DE number 7681757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and forecasting of long memory stochastic volatility models |
scientific article; zbMATH DE number 7681757 |
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Estimation and forecasting of long memory stochastic volatility models (English)
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3 May 2023
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mixtures
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non-Gaussian errors
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value-at-risk
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