Fitting asset returns to skewed distributions: Are the skew-normal and skew-student good models?
Year of publication: |
2014
|
---|---|
Authors: | Eling, Martin |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 59.2014, C, p. 45-56
|
Publisher: |
Elsevier |
Subject: | Goodness-of-fit | Risk measurement | Skew-normal | Skew-student | Asset management |
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