On improved volatility modelling by fitting skewness in ARCH models (Q5037037): Difference between revisions
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Revision as of 08:15, 15 February 2024
scientific article; zbMATH DE number 7481455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On improved volatility modelling by fitting skewness in ARCH models |
scientific article; zbMATH DE number 7481455 |
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On improved volatility modelling by fitting skewness in ARCH models (English)
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25 February 2022
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robust test for normality
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ARCH/GARCH model
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NoVaS
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skewness
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kurtosis
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