Work

Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations

Year: 2001

Type: report

Source: DIAL (Catholic University of Leuven)

Authors: Philippe Lambert, Sébastien Laurent

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1646656560

Cites:

Cited by: 118

Related to: 10