Stable mixture GARCH models
Year of publication: |
2011
|
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Authors: | Broda, Simon A. ; Haas, Markus ; Krause, Jochen ; Paolella, Marc S. ; Steude, Sven Christian |
Publisher: |
Genève : Swiss Finance Inst. |
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Welt | World | 2009 |
Extent: | Online-Ressource (PDF-Datei: 35 S.) graph. Darst. |
---|---|
Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 11,39 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.2139/ssrn.1932287 [DOI] |
Classification: | C13 - Estimation ; C16 - Specific Distributions ; C22 - Time-Series Models ; C32 - Time-Series Models ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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