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  • Search: subject:"Skewed-t GARCH"
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ARCH model 1 ARCH-Modell 1 Business model 1 Business modeling 1 CVaR 1 Estimation theory 1 Geschäftsmodell 1 Multivariate Verteilung 1 Multivariate distribution 1 Multivariate time series analysis 1 Residual Student-t copula 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schätztheorie 1 Skewed-t GARCH 1 Stochastic process 1 Stochastic processes 1 Stochastischer Prozess 1 Time series analysis 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Akca, Ahmet 1 Çanakoğlu, Ethem 1
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Journal of industrial and business economics 1
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ECONIS (ZBW) 1
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Adaptive stochastic risk estimation of firm operating profit
Akca, Ahmet; Çanakoğlu, Ethem - In: Journal of industrial and business economics 48 (2021) 3, pp. 463-504
Persistent link: https://www.econbiz.de/10012621417
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