"Diagnostic analytics for a GARCH model under skew-normal distributions."

Yonghui Liu et al. (2024)

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DOI: 10.1080/03610918.2022.2157015

access: closed

type: Journal Article

metadata version: 2024-11-30

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Yonghui Liu, Jing Wang, Yao Zhao, Conan Liu, Shuangzhe Liu:
Diagnostic analytics for a GARCH model under skew-normal distributions. Commun. Stat. Simul. Comput. 53(10): 4850-4874 (2024)

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