Impact study of volatility modelling of Bangladesh stock index using non-normal density (Q3183849)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impact study of volatility modelling of Bangladesh stock index using non-normal density |
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Impact study of volatility modelling of Bangladesh stock index using non-normal density (English)
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21 October 2009
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random walk
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GARCH
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asymmetric GARCH
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nonparametric specification test
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Student's \(t\)-distribution
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generalized error distribution
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