An investigation of higher order moments of empirical financial data and their implications to risk
Author:
Funder
EPSRC
Publisher
Elsevier BV
Subject
Multidisciplinary
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1. Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows;Journal of Probability and Statistics;2022-05-20
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