Ahmed, Doaa Akl - In: Ensayos Revista de Economia XXX (2011) 2, pp. 1-28
The paper aimed at modelling the density of inflation based on time-varying conditional variance, skewness and kurtosis model developed by Leon, Rubio, and Serna (2005) who model higher-order moments as GARCH-type processes by applying a Gram-Charlier series expansion of the normal density...