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by the Government of Kenya in 1982 and 1990, but the estimation results reported in the paper are based primarily on the … 1982 data set. The sample used for estimation contains information about crop production, agricultural extension workers …
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by the Government of Kenya in 1982 and 1990, but the estimation results reported in the paper are based primarily on the … 1982 data set. The sample used for estimation contains information about crop production, agricultural extension workers …
Persistent link: https://www.econbiz.de/10010369162
The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...
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