Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921)
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scientific article; zbMATH DE number 5559451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint approximations for the doubly noncentral \(t\) distribution |
scientific article; zbMATH DE number 5559451 |
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Saddlepoint approximations for the doubly noncentral \(t\) distribution (English)
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29 May 2009
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financial econometrics
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analysis of variance
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GARCH
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\(t\)-statistic
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0.9083663
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0.9013494
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0.88878286
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