Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk (Q3574763)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk |
scientific article |
Statements
Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk (English)
0 references
2 July 2010
0 references
0 references
0 references