Volatility and dynamic dependence modeling: review, applications, and financial risk management (Q6602371)
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scientific article; zbMATH DE number 7910982
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| English | Volatility and dynamic dependence modeling: review, applications, and financial risk management |
scientific article; zbMATH DE number 7910982 |
Statements
Volatility and dynamic dependence modeling: review, applications, and financial risk management (English)
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11 September 2024
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copula
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GARCH
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high-frequency data
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risk management
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stochastic volatility
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3H paradigm
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