Modelling conditional heteroskedasticity and skewness using the skew-normal distribution (Q478213)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modelling conditional heteroskedasticity and skewness using the skew-normal distribution |
scientific article; zbMATH DE number 6376442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling conditional heteroskedasticity and skewness using the skew-normal distribution |
scientific article; zbMATH DE number 6376442 |
Statements
Modelling conditional heteroskedasticity and skewness using the skew-normal distribution (English)
0 references
3 December 2014
0 references
skew-normal
0 references
skew-symmetric
0 references
conditional heteroskedasticity
0 references
skewness
0 references
GARCH
0 references
0 references
0 references
0 references
0 references
