Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models
Year of publication: |
2011
|
---|---|
Authors: | Ahmed, Doaa Akl |
Published in: |
Ensayos Revista de Economia. - Facultad de Economía. - Vol. XXX.2011, 2, p. 1-28
|
Publisher: |
Facultad de Economía |
Subject: | inflation targeting | conditional volatility | skewness and kurtosis | modelling uncertainty of inflation |
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