Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Tukey-Type Distributions in the Context of Financial Data

From MaRDI portal
Publication:3435956
Jump to:navigation, search

DOI10.1080/03610920500476382zbMath1118.62015OpenAlexW1994637741MaRDI QIDQ3435956

Armin Horn, Matthias Fischer, Ingo Klein

Publication date: 8 May 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/29584

zbMATH Keywords

tablesvariable transformationkurtosisskewnessnormal transformationfinancial return data


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)


Related Items

Likelihood-free Bayesian estimation of multivariate quantile distributions, Parameter estimation of Tukey-type distributions: A comparative analysis, Power kurtosis transformations: definition, properties and ordering, Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach, On Families of Distributions with Shape Parameters, Multiple imputation using multivariateghtransformations, Generalized Tukey-type distributions with application to financial and teletraffic data, Generalized Control Charts for Non-Normal Data Usingg-and-kDistributions, Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function



Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3435956&oldid=16751455"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 4 February 2024, at 20:31.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki