A new generalization of skew-<i>T</i> distribution with volatility models (Q4960607)
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scientific article; zbMATH DE number 7192603
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| English | A new generalization of skew-<i>T</i> distribution with volatility models |
scientific article; zbMATH DE number 7192603 |
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A new generalization of skew-<i>T</i> distribution with volatility models (English)
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23 April 2020
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GJR-GARCH model
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alpha-skew-\(T\) distribution
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value-at-risk
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volatility
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