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The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters - MaRDI portal

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
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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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