Fat tails and asymmetry in financial volatility models. (Q1427747)
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scientific article; zbMATH DE number 2055931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fat tails and asymmetry in financial volatility models. |
scientific article; zbMATH DE number 2055931 |
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Fat tails and asymmetry in financial volatility models. (English)
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14 March 2004
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Conditional non-normality
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Skewness
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Leptokurtosis
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Outliers
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Location parameter
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