Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models - Concepedia

Concepedia

Publication | Closed Access

Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models

37

Citations

13

References

2016

Year

Denis‐Alexandre Trottier, David Ardia

Finance research letters

Volatility ModelingStandardized Fernandez–steelBusinessEconometricsGarch-type ModelsStatistical InferenceMathematical StatisticStatisticsFinance

References

	Year	Citations

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