The modified Weibull distribution for asset returns

DOI10.1080/14697680600876492zbMath1134.91564OpenAlexW2081448525MaRDI QIDQ3437401

Samuel Kotz, Saralees Nadarajah

Publication date: 9 May 2007

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680600876492

Mathematics Subject Classification ID

Economic time series analysis (91B84) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Comparison of estimation methods for the Weibull distribution ⋮ Modeling and simulation of financial returns under non-Gaussian distributions ⋮ The modified weibull distribution for asset returns: reply

Cites Work

• Empirical distributions of stock returns: between the stretched exponential and the power law?

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