Improved parameter estimators for the flexible extended skew-t model with extensive simulations, applications and volatility modeling-Reference-Cited by-同舟云学术

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Improved parameter estimators for the flexible extended skew-t model with extensive simulations, applications and volatility modeling

Published:2023-03 Issue: Volume:19 Page:e01443
ISSN:2468-2276
Container-title:Scientific African
language:en
Short-container-title:Scientific African

Author:

Adubisi O.D.^ORCID,Abdulkadir A.,Adashu D.J.

Publisher

Elsevier BV

Subject

Multidisciplinary

Reference40 articles.

1. A two parameter odd exponentiated Skew-t distribution with J-shaped hazard rate function;Adubisi;J. Stat. Model. Anal. (JOSMA),2021

2. Financial data and a new generalization of the skew-t distribution;Adubisi;Covenant J. Phys. Life Sci.,2021

3. Exponentiated half-logistic skew-t distribution with GARCH-type volatility models;Adubisi;Sci. Afric.,2022

4. A new hybrid form of the skew-t distribution: estimation methods comparison via Monte Carlo simulation and GARCH model application;Adubisi;Data Sci. Finance Econ.,2022

5. The type I half logistic Skew-t distribution: a heavy-tail model with inverted bathtub shaped hazard rate;Adubisi;Asian J. Probab. Stat.,2021

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