What is it about?
It's about a new proposed innovation conditional distributions for volatility modelling
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Photo by Antoine Dautry on Unsplash
Why is it important?
It's unique because it helps open a not so new area in financial time series that have not be explored.
Perspectives
The GARCH-EHLST model is very unique and it has been testing with daily and monthly financial datasets
Obinna Adubisi
Federal University Wukari
Read the Original
This page is a summary of: The exponentiated half logistic skew-t distribution with GARCH-type volatility models, Scientific African, July 2022, Elsevier,
DOI: 10.1016/j.sciaf.2022.e01253.
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