On improved volatility modelling by fitting skewness in ARCH models
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Publication:5037037
DOI10.1080/02664763.2019.1671323OpenAlexW2977673849WikidataQ127192024 ScholiaQ127192024MaRDI QIDQ5037037
Pavlina Jordanova, Panagiotis Mantalos, Philipp Hermann, Milan Stehlík, Alex Karagrigoriou, Luboš Střelec, Juraj Hudák, Jozef Kisel'ák
Publication date: 25 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2019.1671323
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