Modelling conditional heteroskedasticity and skewness using the skew-normal distribution
type: Item
instance of: scholarly article
title: Modelling conditional heteroskedasticity and skewness using the skew-normal distribution
zbMATH Open document ID: 1301.62129
DOI: 10.1007/BF03263538
author: Thomas Richard Allen Corns
author: Stephen Ellwood Satchell
published in: Metron
publication date: 2014-12-03T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6376442
zbMATH Keywords: skew-normal
zbMATH Keywords: skew-symmetric
zbMATH Keywords: conditional heteroskedasticity
zbMATH Keywords: skewness
zbMATH Keywords: GARCH
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf03263538
OpenAlex ID: W2068562252
description: scientific article; zbMATH DE number 6376442