Volatility Modelling in GARCH Frameworks: A Comparative Analysis of Non-Gaussian Error Distributions with Skewed Parameters.

Volatility Modelling in GARCH Frameworks: A Comparative Analysis of Non-Gaussian Error Distributions with Skewed Parameters.

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Bibliographic Details
Main Authors:	Olatunbosun Adewale Akanbi, Timothy Olabisi Olatayo, Abass Ishola Taiwo
Format:	Article
Language:	English
Published:	University of AlKafeel 2025-02-01
Series:	Al-Bāhir
Online Access:	https://bjeps.alkafeel.edu.iq/journal/vol6/iss1/7
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