Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Asymmetric Student-t distribution"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Statistical distribution
4
Statistische Verteilung
4
Forecasting model
3
Prognoseverfahren
3
Risikomaß
3
Risk measure
3
Volatility
3
Volatilität
3
Estimation
2
Schätzung
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
APARCH
1
Asymmetric Student t distribution
1
Asymmetric Student's t distribution
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Capital income
1
Characteristic function
1
Conditional heteroskedasticity
1
Correlation
1
Crude oil market
1
Estimation theory
1
Exchange rate
1
Flexible Fourier Form
1
GARCH models
1
Generalized asymmetric Student-t distribution
1
Generalized hyperbolic distribution
1
Heteroscedasticity
1
Heteroskedastizität
1
Hypergeometric function
1
Kapitaleinkommen
1
Korrelation
1
LAN in time series
1
Maximum likelihood
1
Oil market
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Undetermined
1
Author
All
Afuecheta, Emmanuel
2
Nadarajah, Saralees
2
Chan, Stephen
1
Francq, Christian
1
Ke, Rui
1
Lyu, Yongjian
1
Mazur, Błażej
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Pipień, Mateusz
1
Wang, Peng
1
Wei, Yu
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Computational economics
1
Economics Letters
1
Energy economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working paper series
1
Source
All
ECONIS (ZBW)
4
RePEc
1
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
3
Time-varying asymmetry and tail thickness in long series of daily financial returns
Mazur, Błażej
;
Pipień, Mateusz
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965380
Saved in:
4
Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian
;
Wang, Peng
;
Wei, Yu
;
Ke, Rui
- In:
Energy economics
66
(
2017
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
Saved in:
5
On the characteristic function for asymmetric Student t distributions
Nadarajah, Saralees
;
Chan, Stephen
;
Afuecheta, Emmanuel
- In:
Economics Letters
121
(
2013
)
2
,
pp. 271-274
, explicit closed-form expressions for the characteristic function of the
asymmetric
Student
t
distribution
. The expressions …
Persistent link: https://www.econbiz.de/10010709097
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
