Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bad environments, good environments: a non-Gaussian asymmetric volatility model |
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Bad environments, good environments: a non-Gaussian asymmetric volatility model (English)
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29 May 2015
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non-Gaussianities
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GARCH
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asymmetric volatility
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conditional skewness
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risk management
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