Conditional higher order moments in metal asset returns (Q5001119)
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scientific article; zbMATH DE number 7372390
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional higher order moments in metal asset returns |
scientific article; zbMATH DE number 7372390 |
Statements
Conditional higher order moments in metal asset returns (English)
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16 July 2021
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metal returns volatility
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kurtosis
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skewness
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value-at-risk
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