Pages that link to "Item:Q736574"
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The following pages link to Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574):
Displaying 5 items.
- Bayesian quantile regression using the skew exponential power distribution (Q1663095) (← links)
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (Q2062348) (← links)
- Loss-based approach to two-piece location-scale distributions with applications to dependent data (Q2218635) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
- An alternative skew exponential power distribution formulation (Q5866045) (← links)
