Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market (Q1000378): Difference between revisions

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+A new look at the statistical model identification
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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+ON CERTAIN NON-NORMAL SYMMETRICAL FREQUENCY DISTRIBUTIONS
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+An extensive analysis on the Japanese markets via S. Taylor's model
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+Quantitative methods for portfolio analysis. MTV model approach
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+AN APPROXIMATION TO THE DISTRIBUTION OF NON-CENTRAL <i>t</i>
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+Some problems arising in approximating to probability distributions, using moments
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