Open AccessStandardized exponentiated Gumbel error innovation distribution in modelling volatility models
Publication year - 2022
Publication title -
journal of mathematical and computational science
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.12
H-Index - 2
ISSN - 1927-5307
DOI - 10.28919/jmcs/6916
Subject(s) - gumbel distribution , mathematics , volatility (finance) , econometrics , statistics , extreme value theory
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom