Time‐series models with an EGB2 conditional distribution (Q5176863)
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scientific article; zbMATH DE number 6411235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time‐series models with an EGB2 conditional distribution |
scientific article; zbMATH DE number 6411235 |
Statements
Time‐series models with an EGB2 conditional distribution (English)
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4 March 2015
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beta distribution
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EGARCH
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outlier
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robustness
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score
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Winsorizing
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