The generalized Gudermannian distribution: inference and volatility modelling (Q4632277)
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scientific article; zbMATH DE number 7048450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized Gudermannian distribution: inference and volatility modelling |
scientific article; zbMATH DE number 7048450 |
Statements
The generalized Gudermannian distribution: inference and volatility modelling (English)
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29 April 2019
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Gudermannian function
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GARCH model
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alpha-skew normal
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value-at-risk
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volatility
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