#Skew

Showing 1 of 1 repositories tagged #skew, ranked by stars

Conditional-Skew

Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level

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Related Topics

#ged #generalized-error-distribution #implied-volatility #non-normal #non-normal-distribution #probability-distribution #quantitative-finance #regime-switching #sged #skewness #time-series-analysis #vix