Modelling conditional heteroskedasticity and skewness using the skew-normal distribution (Q478213): Difference between revisions
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Latest revision as of 10:03, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling conditional heteroskedasticity and skewness using the skew-normal distribution |
scientific article |
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Modelling conditional heteroskedasticity and skewness using the skew-normal distribution (English)
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3 December 2014
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skew-normal
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skew-symmetric
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conditional heteroskedasticity
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skewness
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GARCH
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