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  • Search: subject:"Time-varying shape-parameters"
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Capital income 1 Dynamic distribution 1 Estimation 1 Heavy tails 1 Kapitaleinkommen 1 Realized kernel 1 Schätzung 1 Score-driven dynamics 1 Statistical distribution 1 Statistische Verteilung 1 Time series analysis 1 Time-varying shape-parameters 1 Vol-of-vol 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Lucas, André 1 Opschoor, Anne 1
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International journal of forecasting 1
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Did you mean: subject:"Time-varying shape-parameter" (4 results)
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Time-varying variance and skewness in realized volatility measures
Opschoor, Anne; Lucas, André - In: International journal of forecasting 39 (2023) 2, pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
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