Keyphrases
Kurtosis
100%
Skewness
100%
Conditional Heteroscedasticity
100%
Regime Dependent
100%
Conditional Moments
66%
Lagrange multiplier Test
66%
Threshold Structure
66%
Hong Kong
33%
Copyright
33%
Dependent Features
33%
Classical Test Theory
33%
Test Statistic
33%
Hang Seng Index
33%
Exchange Rate
33%
Time Series Model
33%
Conditional Mean
33%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
33%
Conditional Variance
33%
Statistician
33%
Threshold Model
33%
Nonlinear Time Series Model
33%
Threshold Autoregression
33%
Skewed-t
33%
Dow Jones Industrial Average
33%
Skew t Distribution
33%
Skewness Parameter
33%
Explicit Model
33%
Probabilistic Structures
33%
Kurtosis Parameter
33%
Autoregressive Conditional Heteroscedasticity Model
33%
Dependent Structure
33%
Nonlinear Structures
33%
Mathematics
Conditionals
100%
Kurtosis
100%
Heteroscedasticity
100%
Skewness
100%
Time Series Model
33%
Lagrange Multiplier Test
33%
Test Statistic
16%
Hang Seng Index
16%
Conditional Variance
16%
Autoregression
16%