EGARCH models with fat tails, skewness and leverage (Q1623534)
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scientific article; zbMATH DE number 6983982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EGARCH models with fat tails, skewness and leverage |
scientific article; zbMATH DE number 6983982 |
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EGARCH models with fat tails, skewness and leverage (English)
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23 November 2018
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general error distribution
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heteroskedasticity
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leverage
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score
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Student's \(t\)
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two components
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volatility
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