Open AccessModelling and Forecasting the Conditional Heteroscedasticity With Different Distribution Densities – Frontier Market Evidence
Author(s) -
William Coffie
Publication year - 2021
Publication title -
journal of accounting and finance
Language(s) - English
Resource type - Journals
ISSN - 2158-3625
DOI - 10.33423/jaf.v21i5.4763
Subject(s) - autoregressive conditional heteroskedasticity , heteroscedasticity , econometrics , volatility (finance) , kurtosis , economics , skewness , leverage effect , conditional variance , leverage (statistics) , stock market , information asymmetry , conditional probability distribution , stock (firearms) , financial economics , mathematics , statistics , finance , paleontology , horse , biology , mechanical engineering , engineering
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