Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR

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Date: 2008-11-13 08:28:00 Kurtosis Skewness Data analysis Normal distribution Quantile Exponential distribution Autoregressive conditional heteroskedasticity Variance Sample maximum and minimum Statistics Summary statistics Probability theory		Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR Add to Reading List Source URL: www.ecb.europa.eu Download Document from Source Website File Size: 1,06 MB Share Document on Facebook

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