Pages that link to "Item:Q4960607"
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The following pages link to A new generalization of skew-<i>T</i> distribution with volatility models (Q4960607):
Displaying 7 items.
- Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions (Q2140045) (← links)
- Two-sided exponential-geometric distribution: inference and volatility modeling (Q2319488) (← links)
- The generalized Gudermannian distribution: inference and volatility modelling (Q4632277) (← links)
- Discriminating between the normal inverse Gaussian and generalized hyperbolic skew-t distributions with a follow-up the stock exchange data (Q4987783) (← links)
- On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
- A new approach to Value-at-Risk: GARCH-TSLx model with inference (Q5083929) (← links)
- Stochastic Volatility Model with Time‐dependent Skew (Q5312583) (← links)
