Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876)
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scientific article; zbMATH DE number 7713878
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| English | Appraisal of excess Kurtosis through outlier-modified GARCH-type models |
scientific article; zbMATH DE number 7713878 |
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Appraisal of excess Kurtosis through outlier-modified GARCH-type models (English)
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18 July 2023
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heteroscedasticity
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outliers
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serial correlation
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time series
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volatility
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