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Approximate predictive distributions
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GARCH
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conditional and unconditional moments
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kurtosis
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simulation
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skewness
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Alexander, Carol
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Lazar, Emese
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Stanescu, Silvia
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Henley Business School, University of Reading
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ICMA Centre Discussion Papers in Finance
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Analytic Moments for GARCH Processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
-
Henley Business School, University of Reading
-
2010
moments; and we demonstrate empirically that some excellent
approximate
predictive
distributions
can be obtained from these …
Persistent link: https://www.econbiz.de/10010838036
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