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Kurtosis / Skewness / Data analysis / Normal distribution / Quantile / Exponential distribution / Autoregressive conditional heteroskedasticity / Variance / Sample maximum and minimum / Statistics / Summary statistics / Probability theory
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

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