Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation (Q652384)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation |
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Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation (English)
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14 December 2011
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family of skewed distributions
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skewness
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transformation of random variables
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Lambert \(W\)
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latent variables
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stylized facts of asset returns
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value at risk
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GARCH
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