Asymmetry, fat-tail and autoregressive conditional density in daily stocks return data
Ali Babikir, Mohammed Elamin Hassan and Henry Mwambi
| Year of publication: |
2019
|
|---|---|
| Authors: | Babikir, Ali ; Hassan, Mohammed Elamin ; Mwambi, Henry |
| Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 135.2019, p. 57-68
|
| Subject: | GARCH | ARCD | Conditional Volatility | Skewness and Kurtosis | ARCH-Modell | ARCH model | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.15609/annaeconstat2009.135.0057 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012306029