Stable Limit Theory for the Variance Targeting Estimator (Q5133523)
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scientific article; zbMATH DE number 7272405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable Limit Theory for the Variance Targeting Estimator |
scientific article; zbMATH DE number 7272405 |
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Stable Limit Theory for the Variance Targeting Estimator (English)
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10 November 2020
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GARCH
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variance targeting
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heavy tails
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