Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments (Q5446544)
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scientific article; zbMATH DE number 5244514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments |
scientific article; zbMATH DE number 5244514 |
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Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments (English)
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6 March 2008
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normal variance-mean distribution
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skewed normal
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Lapalce distribution
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exponential distribution
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method of moments
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skewness
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kurtosis
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