Stable Mixture GARCH Models
Copyright policy )Stable Mixture GARCH Models
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
- University of Amsterdam Netherlands
- Swiss Finance Institute
- Kiel University Germany
- University of Zurich Switzerland
- IE University Spain
Applications of statistics to actuarial sciences and financial mathematics, GARCH, 330, 10003 Department of Finance, 2002 Economics and Econometrics, Portfolio theory, value-at-risk, ICA, Statistical methods; risk measures, Density Forecasting, Expected Shortfall, Fat Tails, ICA, GARCH, Mixtures, Portfolio Selection, Stable Paretian Distribution, Value-at-Risk, density forecasting, stable Paretian distribution, 330 Economics, Time series, auto-correlation, regression, etc. in statistics (GARCH), mixtures, fat tails, expected shortfall, portfolio selection, jel: jel:C22, jel: jel:C13, jel: jel:C32, jel: jel:C16, jel: jel:G17
Applications of statistics to actuarial sciences and financial mathematics, GARCH, 330, 10003 Department of Finance, 2002 Economics and Econometrics, Portfolio theory, value-at-risk, ICA, Statistical methods; risk measures, Density Forecasting, Expected Shortfall, Fat Tails, ICA, GARCH, Mixtures, Portfolio Selection, Stable Paretian Distribution, Value-at-Risk, density forecasting, stable Paretian distribution, 330 Economics, Time series, auto-correlation, regression, etc. in statistics (GARCH), mixtures, fat tails, expected shortfall, portfolio selection, jel: jel:C22, jel: jel:C13, jel: jel:C32, jel: jel:C16, jel: jel:G17
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).39 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 10%
Citations provided by BIP!Popularity provided by BIP!