Estimation of time varying skewness and kurtosis with an application to value at risk (Q3574763)
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scientific article; zbMATH DE number 5729912
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| English | Estimation of time varying skewness and kurtosis with an application to value at risk |
scientific article; zbMATH DE number 5729912 |
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Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk (English)
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2 July 2010
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0.8530017733573914
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0.845677375793457
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0.7963415384292603
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0.7896069288253784
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0.7831583619117737
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