Modelling conditional heteroskedasticity and skewness using the skew-normal distribution (Q478213)
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scientific article; zbMATH DE number 6376442
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| English | Modelling conditional heteroskedasticity and skewness using the skew-normal distribution |
scientific article; zbMATH DE number 6376442 |
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Modelling conditional heteroskedasticity and skewness using the skew-normal distribution (English)
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3 December 2014
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skew-normal
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skew-symmetric
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conditional heteroskedasticity
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skewness
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GARCH
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0.8062053322792053
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0.7967212200164795
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0.7905310392379761
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0.7851535677909851
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