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Publication:3376014
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zbMath1082.62105MaRDI QIDQ3376014

P. J. de Jongh, J. H. Venter, G. Griebenow

Publication date: 17 March 2006


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

normal inverse Gaussian distributionvolatilityfinancial return


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)








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