Model selection based on value-at-risk backtesting approach for GARCH-type models (Q2190298)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection based on value-at-risk backtesting approach for GARCH-type models |
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Model selection based on value-at-risk backtesting approach for GARCH-type models (English)
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18 June 2020
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model selection
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backtest
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value-at-risk
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GARCH model
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skewed distribution
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