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Search: subject:"Skewed Generalized Error Distribution"
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ECONIS (ZBW)
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Stochastic properties and pricing of Bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components
Theodossiou, Panayiotis
;
Ellina, Polina
;
Savva, Christos S.
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 695-716
Persistent link: https://www.econbiz.de/10013459306
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2
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components
Ioannidis, Filippos
;
Kosmidou, Kyriaki
;
Savva, Christos
; …
- In:
Energy economics
95
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012816560
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3
Forecasting and backtesting of VaR in international dry bulk shipping market under skewed distributions
Du, Qiannan
- In:
Inventi impact: supply chain & logistics
(
2019
)
4
,
pp. 211-229
Persistent link: https://www.econbiz.de/10012289735
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