Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling.

Roy Cerqueti Massimiliano Giacalone Raffaele Mattera

Published in: Inf. Sci. (2020)

Keyphrases

garch model
heavy tailed
stock market
sar images
multivariate time series
non stationary
video sequences
independent component analysis
generalized gaussian
data mining
image reconstruction
factor analysis