Standardized exponentiated Gumbel error innovation distribution in modelling volatility models
Serge Darolles
◽
Gaëlle Le Fol
◽
Christian Francq
◽
Jean-Michel Zakoïan
2000 ◽
Vol 4
(2)
◽
pp. 31-62
◽
2018 ◽
Vol 22
(3)
◽
pp. 65-88
◽
2014 ◽
Vol 17
(2)
◽
pp. 3-19
◽
Matthew Lorig
◽
Stefano Pagliarani
◽
Andrea Pascucci
Natalia Beliaeva
◽
Sanjay K. Nawalkha
Viktor Todorov
◽
George E. Tauchen
◽
Iaryna Grynkiv