Open AccessMeasures of kurtosis and skewness of INGARCH model
Author(s) -
Nurul Najihah Mohamad,
Ibrahim Mohamed,
A. Thavaneswaran,
Mohd. Sahar Yahya
Publication year - 2014
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4887726
Subject(s) - kurtosis , autoregressive conditional heteroskedasticity , martingale (probability theory) , mathematics , autoregressive model , count data , econometrics , skewness , poisson distribution , conditional variance , martingale difference sequence , volatility (finance) , statistics
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