GARCH density and functional forecasts (Q6108262)
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scientific article; zbMATH DE number 7704461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH density and functional forecasts |
scientific article; zbMATH DE number 7704461 |
Statements
GARCH density and functional forecasts (English)
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29 June 2023
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GJR GARCH(1, 1)
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prediction density
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functionals
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value at risk
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expected shortfall
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