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Kurtosis / Skewness / Data analysis / Normal distribution / Quantile / Exponential distribution / Autoregressive conditional heteroskedasticity / Variance / Sample maximum and minimum / Statistics / Summary statistics / Probability theory


Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR
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Document Date: 2008-11-13 08:28:00


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File Size: 1,06 MB

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