Vector autoregression models with skewness and heavy tails (Q6106642)
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scientific article; zbMATH DE number 7705527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector autoregression models with skewness and heavy tails |
scientific article; zbMATH DE number 7705527 |
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Vector autoregression models with skewness and heavy tails (English)
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3 July 2023
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vector autoregression
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skewness and heavy tails
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generalized hyperbolic skew Student's \(t\) distribution
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stochastic volatility
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Markov chain Monte Carlo
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