A robust statistical approach to select adequate error distributions for financial returns
From MaRDI portal
Publication:5138523
DOI10.1080/02664763.2016.1165803OpenAlexW2321060544MaRDI QIDQ5138523
Julien Hambuckers, Cédric Heuchenne
Publication date: 4 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://orbi.uliege.be/handle/2268/194534
hyperbolicgoodness of fitmodel misspecificationerror distributionskewed-\(t\)nonparametric volatilityselection test
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