Financial data and the skewed generalized \(t\) distribution (Q2784093)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Financial data and the skewed generalized \(t\) distribution |
scientific article; zbMATH DE number 1731098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial data and the skewed generalized \(t\) distribution |
scientific article; zbMATH DE number 1731098 |
Statements
17 April 2002
0 references
skewed generalized distribution
0 references
power exponential distribution
0 references
skewness
0 references
leptokurtic
0 references
value at risk
0 references
Financial data and the skewed generalized \(t\) distribution (English)
0 references