Search Results - "multivariate stable Sub-Gaussian GARCH model"

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    Estimación del VaR mediante un modelo condicional multivariado bajo la hipótesis α-estable sub-Gaussiana: A conditional approach to VaR with multivariate α-stable sub-Gaussian dist... by Serrano-Bautista, Ramona, Mata-Mata, Leovardo

    Published 2018
    Subjects: “…multivariate stable Sub-Gaussian GARCH model…”
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