The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters (Q1292779)
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scientific article; zbMATH DE number 1321882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters |
scientific article; zbMATH DE number 1321882 |
Statements
The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters (English)
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13 February 2000
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double exponential formula
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heavy-tailed
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skewed
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Pearson system
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risk management
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Stock returns
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0.85188305
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0.83925784
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0.8192828
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