scholarly journals An empirical application of a stochastic volatility model with GH skew Student's t -distribution to the volatility of Latin-American stock returns

2018 ◽  
Vol 69 ◽  
pp. 155-173 ◽  
Author(s):  
Patricia Lengua Lafosse ◽  
Gabriel Rodríguez
Keyword(s):  
Stock Returns ◽  
Stochastic Volatility ◽  
Latin American ◽  
Stochastic Volatility Model ◽  
Empirical Application ◽  
Student’S T Distribution ◽  
Volatility Model ◽  
Student’S T ◽  
Student's T Distribution ◽  
T Distribution

Flexible Models for Stock Returns Based on Student's T Distribution

2018 ◽  
Vol 87 (3) ◽  
pp. 403-427 ◽  
Author(s):  
Emmanuel Afuecheta ◽  
Stephen Chan ◽  
Saralees Nadarajah
Keyword(s):  
Stock Returns ◽  
Student’S T Distribution ◽  
Student’S T ◽  
Student's T Distribution ◽  
T Distribution ◽  
Flexible Models
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