Quasi score-driven models (Q2697985)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi score-driven models |
scientific article |
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Quasi score-driven models (English)
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14 April 2023
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score-driven models
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GARCH
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fat-tails
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asymmetry
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QLE
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QMLE
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