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"Appraisal of excess Kurtosis through outlier-modified GARCH-type models."

Emmanuel Alphonsus Akpan et al. (2023)

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DOI: 10.1080/03610918.2021.1887225

access: closed

type: Journal Article

metadata version: 2023-06-02

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  - journals/cssc/AkpanLMA23
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  - https://dblp.org/rec/journals/cssc/AkpanLMA23
Emmanuel Alphonsus Akpan, Kazeem Etitayo Lasisi, Imoh Udo Moffat, Ubon Akpan Abasiekwere:
Appraisal of excess Kurtosis through outlier-modified GARCH-type models. Commun. Stat. Simul. Comput. 52(4): 1523-1537 (2023)

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