authors
- GARCIA DE LA FUENTE, CRISTINA
- GALEANO SAN MIGUEL, PEDRO
- WIPER, MICHAEL PETER
Modeling financial time series with the skew slash distribution
Working Papers
Overview
publisher
publication date
- 2012
series title
- UC3M Working papers. Statistics and Econometrics
series number
- 12-08
Classification
keywords
- financial returns; garch model; kurtosis; skew slash distribution; skewness