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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
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heavy tailed
garch model
gaussian distribution
portfolio management
stock market
generalized gaussian
probability distribution
risk management
multiscale
random variables
prior distribution