Fat tails and skewness
GARCH models enable one to specify the distribution assumptions of the standardized residuals. By default, a normal distribution is assumed, which has a symmetric, bell-shaped probability density curve. Other options include Student's t-distribution and skewed Student's t-distribution.
Which of the following statements is incorrect?
Deze oefening maakt deel uit van de cursus
GARCH Models in Python
Praktische interactieve oefening
Zet theorie om in actie met een van onze interactieve oefeningen.
Begin met trainen