On the characteristic function for asymmetric Student \(t\) distributions

DOI10.1016/j.econlet.2013.08.034zbMath1288.60022OpenAlexW2091066179MaRDI QIDQ2451413

Emmanuel Afuecheta, Stephen Chan, Saralees Nadarajah

Publication date: 3 June 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2013.08.034

zbMATH Keywords

characteristic functionhypergeometric functionasymmetric Student \(t\) distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

Related Items

Modified beta distributions

Uses Software

• fGarch

Cites Work

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