A generalized asymmetric Student-\(t\) distribution with application to financial econometrics (Q736524)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized asymmetric Student-\(t\) distribution with application to financial econometrics |
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A generalized asymmetric Student-\(t\) distribution with application to financial econometrics (English)
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4 August 2016
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asymmetric distribution
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expected shortfall
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maximum likelihood estimation
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