讨厌
发表于 2025-3-28 18:11:39
Time Series with Stochastic Volatility is unobservable and thus must be estimated from market data..Reliable estimations and forecasts of volatility are important for large credit institutes where volatility is directly used to measure risk. The risk premium, for example, is often specified as a function of volatility. It is interesting
Integrate
发表于 2025-3-28 21:08:47
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dermatomyositis
发表于 2025-3-29 02:42:48
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驾驶
发表于 2025-3-29 03:52:26
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微生物
发表于 2025-3-29 09:35:17
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Incommensurate
发表于 2025-3-29 11:23:34
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尾随
发表于 2025-3-29 18:19:47
Statistics of Extreme Risks %-VaR and for riskier types of investments, the risk is often underestimated when the innovations are assumed to be normally distributed, since a higher probability of extreme losses can be produced.
hallow
发表于 2025-3-29 22:24:12
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音乐会
发表于 2025-3-30 01:23:43
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外表读作
发表于 2025-3-30 04:24:11
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