Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339)
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scientific article; zbMATH DE number 7546450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations |
scientific article; zbMATH DE number 7546450 |
Statements
Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (English)
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22 June 2022
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conditionally heteroscedastic location-scale time series models
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ASTD
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AEPD
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VaR
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ES
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CAViaR
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