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~subject:"Asymmetric distribution function"
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Asymmetric distribution function
leptokurtosis
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Power kurtosis transformation
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GARCH
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(skew) L-distribution
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electricity spot prices
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hyperbolic secant distribution
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minimax optimality
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model mis-specification
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Diongue, Abdou Kâ
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Guegan, Dominique
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics
Diongue, Abdou Kâ
;
Guegan, Dominique
-
HAL
-
2008
, asymmetric behavior and
leptokurtosis
. Efforts have been made worldwide to model the behaviour of the electricity's market price …
Persistent link: https://www.econbiz.de/10010750566
Saved in:
2
The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics.
Diongue, Abdou Kâ
;
Guegan, Dominique
-
Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2008
, asymmetric behavior and
leptokurtosis
. Efforts have been made worldwide to model the behaviour of the electricity's market price …
Persistent link: https://www.econbiz.de/10005797746
Saved in:
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