Showing 1 - 5 results of 5 for search '"Skewed Student-t Distribution"', query time: 0.96s Refine Results
  1. 1
    COVID-19 Pandemic and Volatility Persistence of the Nigerian Crude Oil Price

    COVID-19 Pandemic and Volatility Persistence of the Nigerian Crude Oil Price by T. K. Samson, M. A. Raheem

    Published 2022-05-01
    Subjects:
    Get full text
    Article
  2. 2
    A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets

    A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets by Seong¡-Min Yoon, Sang-Hoon Kang

    Published 2007-06-01
    Subjects:
    Get full text
    Article
  3. 3
    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS

    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS by Mert URAL

    Published 2009-12-01
    Subjects:
    Get full text
    Article
  4. 4
    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS

    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS by Mert Ural

    Published 2009-12-01
    Subjects:
    Get full text
    Article
  5. 5
    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS

    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS by Mert Ural

    Published 2009-12-01
    Subjects:
    Get full text
    Article

Search Tools: