A nonparametric threshold model with application to zero returns (Q660063)
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scientific article; zbMATH DE number 6000093
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric threshold model with application to zero returns |
scientific article; zbMATH DE number 6000093 |
Statements
A nonparametric threshold model with application to zero returns (English)
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25 January 2012
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censoring
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extreme value theory
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GARCH
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index returns
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