Robust Estimation of GARCH Model to Appraise Excess Kurtosis
ABSTRACT This paper modeled Nigeria exchange rate using the GARCH model with three distributions, the normal distribution, student-t distribution and ...
Tag: Kurtosis
Last Articles
World Scientific News (WSN) is an open-access fully peer-reviewed scholarly journal. The monthly – interdisciplinary journal is directed in the first place to scientists who want to publish their findings, insights, observations, conclusions, etc.
READ MORE