Login / Signup
On the Statistical GARCH Model for Managing the Risk by Employing a Fat-Tailed Distribution in Finance.
Hoang Viet Long
Haifa Bin Jebreen
Ioannis Dassios
Dumitru Baleanu
Published in:
Symmetry (2020)
Keyphrases
</>
heavy tailed
garch model
gaussian distribution
portfolio management
stock market
generalized gaussian
probability distribution
risk management
multiscale
random variables
prior distribution