The generalized Gudermannian distribution: inference and volatility modelling (Q4632277)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7048450
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
29 April 2019
0 references
Gudermannian function
0 references
GARCH model
0 references
alpha-skew normal
0 references
value-at-risk
0 references
volatility
0 references
0 references
0.7574189901351929
0 references
0.7447172999382019
0 references
0.7349377870559692
0 references
0.7310684323310852
0 references
0.7287558317184448
0 references
