| http://www.w3.org/ns/prov#value | - The effect is exacerbated by the known fact that returns have a heavy-tailed distribution function: extreme (intra-day) events dominate the statistics. [0095] The focus here is not so much the behavior of RiskMetrics (IGARCH), but the problems of using homogeneous, daily data in general, no matter which GARCH-type or other model is investigated.
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