Vector autoregression models with skewness and heavy tails (Q6106642)
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: Vector autoregression models with skewness and heavy tails |
scientific article; zbMATH DE number 7705527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector autoregression models with skewness and heavy tails |
scientific article; zbMATH DE number 7705527 |
Statements
Vector autoregression models with skewness and heavy tails (English)
0 references
3 July 2023
0 references
vector autoregression
0 references
skewness and heavy tails
0 references
generalized hyperbolic skew Student's \(t\) distribution
0 references
stochastic volatility
0 references
Markov chain Monte Carlo
0 references
0 references
0 references
0 references
0 references
