A robust statistical approach to select adequate error distributions for financial returns (Q5138523)
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scientific article; zbMATH DE number 7282031
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A robust statistical approach to select adequate error distributions for financial returns |
scientific article; zbMATH DE number 7282031 |
Statements
A robust statistical approach to select adequate error distributions for financial returns (English)
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4 December 2020
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error distribution
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nonparametric volatility
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model misspecification
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goodness of fit
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selection test
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skewed-\(t\)
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hyperbolic
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0.87238765
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0.8453497
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0.8439562
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0.8384104
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0.83798015
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0.83535814
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