Autoregressive Conditional Density Estimation
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Publication:4319212
DOI10.2307/2527081zbMath0807.62090OpenAlexW2069317099MaRDI QIDQ4319212
Publication date: 1 March 1995
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2527081
conditional densityARCH modelStudent's t distributionparametric specifications for conditional dependenceskewed Student t conditional distribution
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