Skewness of Gaussian Mixture Absolute Value GARCH(1, 1) Model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2013
ISSN: 2287-7843
DOI: 10.5351/csam.2013.20.5.395