Robust estimation with flexible parametric distributions: estimation of utility stock betas

DOI10.1080/14697680902814241zbMath1203.91314OpenAlexW2068607390MaRDI QIDQ3564808

Panayiotis Theodossiou, Richard A. Michelfelder, James B. McDonald

Publication date: 26 May 2010

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

Full work available at URL: https://doi.org/10.1080/14697680902814241

zbMATH Keywords

kurtosisskewnessrobust estimationbetaflexible distributions

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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