Normal log-normal mixture, leptokurtosis and skewness
Year of publication: |
2008
|
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Authors: | Yang, Minxian |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 15.2008, 7/9, p. 737-742
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Subject: | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | USA | United States | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | ARCH-Modell | ARCH model |
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