scientific article; zbMATH DE number 7339844
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Publication:4986382
zbMath1466.62283MaRDI QIDQ4986382
Henghsiu Tsai, Hung-Yin Chen, Hwai-Chung Ho
Publication date: 27 April 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalityintegrated processstochastic volatility modelconditional tail expectationinterval forecastlong-horizon returns
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)
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