A new generalization of skew-<i>T</i> distribution with volatility models (Q4960607)
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 7192603
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new generalization of skew-<i>T</i> distribution with volatility models |
scientific article; zbMATH DE number 7192603 |
Statements
A new generalization of skew-<i>T</i> distribution with volatility models (English)
0 references
23 April 2020
0 references
GJR-GARCH model
0 references
alpha-skew-\(T\) distribution
0 references
value-at-risk
0 references
volatility
0 references
0 references
0 references
0 references
0 references
