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Financial data and the skewed generalized \(t\) distribution - MaRDI portal

Financial data and the skewed generalized \(t\) distribution (Q2784093)

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scientific article; zbMATH DE number 1731098
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English
Financial data and the skewed generalized \(t\) distribution
scientific article; zbMATH DE number 1731098

    Statements

    17 April 2002
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    skewed generalized distribution
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    power exponential distribution
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    skewness
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    leptokurtic
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    value at risk
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    Financial data and the skewed generalized \(t\) distribution (English)
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    Identifiers