Dynamic tail inference with log-Laplace volatility (Q2191426)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic tail inference with log-Laplace volatility |
scientific article |
Statements
Dynamic tail inference with log-Laplace volatility (English)
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24 June 2020
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stochastic volatility
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heavy tails
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extreme events
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nonlinear time series
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tail risk
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0.8704654
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0.8631009
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0.86103153
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0.86030686
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0.8595561
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0.85280454
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