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"Appraisal of excess Kurtosis through outlier-modified GARCH-type models."
Emmanuel Alphonsus Akpan et al. (2023)
- 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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