A generalized asymmetric Student-\(t\) distribution with application to financial econometrics (Q736524)
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: A generalized asymmetric Student-\(t\) distribution with application to financial econometrics |
scientific article; zbMATH DE number 6609151
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized asymmetric Student-\(t\) distribution with application to financial econometrics |
scientific article; zbMATH DE number 6609151 |
Statements
A generalized asymmetric Student-\(t\) distribution with application to financial econometrics (English)
0 references
4 August 2016
0 references
asymmetric distribution
0 references
expected shortfall
0 references
maximum likelihood estimation
0 references
0 references
0 references
