Dewick, Paul R. - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-15
regression and copula modelling, apart from the usual forecasting. Determining the distribution and stylized facts also allows … on. Of interest in financial modelling is identifying the distribution and the stylized facts of a particular time series …, as the distribution and stylized facts can determine if volatility is present, resulting in financial risk and contagion …