A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
Year of publication: |
2009
|
---|---|
Authors: | Galbraith, John W. |
Other Persons: | Zhu, Dongming (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Ökonometrisches Modell | Econometric model | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1499914 [DOI] |
Classification: | C13 - Estimation ; C16 - Specific Distributions |
Source: | ECONIS - Online Catalogue of the ZBW |
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