Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling |
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Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (English)
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19 April 2021
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generalized error distribution
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GARCH models
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skewed distributions
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volatility forecasting
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nonlinear GARCH
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