On the characteristic function for asymmetric Student t distributions
Year of publication: |
2013
|
---|---|
Authors: | Nadarajah, Saralees ; Chan, Stephen ; Afuecheta, Emmanuel |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 121.2013, 2, p. 271-274
|
Publisher: |
Elsevier |
Subject: | Asymmetric Student t distribution | Characteristic function | Hypergeometric function |
-
Some Properties and Applications of the Stuttering Generalized Waring Distribution
Panaretos, John, (1989)
-
Characteristic function approach to the sum of stochastic variables
Figueiredo, Annibal, (2006)
-
Inference in components of variance models with low replication
Hall, Peter, (2003)
- More ...
-
Flexible Models for Stock Returns Based on Student's T Distribution
Afuecheta, Emmanuel, (2018)
-
On the characteristic function for asymmetric Student distributions
Nadarajah, Saralees, (2013)
-
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel, (2021)
- More ...