Tukey-type distributions in the context of financial data
Year of publication: |
2003
|
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Authors: | Fischer, Matthias J. ; Horn, Armin ; Klein, Ingo |
Publisher: |
Nürnberg : Friedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie |
Subject: | kurtosis | skewness | variable transformation | transformed Gaussian | return data. |
Series: | Diskussionspapier ; 52/2003 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 614043522 [GVK] hdl:10419/29584 [Handle] RePEc:zbw:faucse:522003 [RePEc] |
Source: |
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Tukey-type distributions in the context of financial data
Fischer, Matthias J., (2003)
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Kurtosis modelling by means of the J-transformation
Fischer, Matthias J., (2003)
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Kurtosis modelling by means of the J-transformation
Fischer, Matthias J., (2003)
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Tukey-type distributions in the context of financial data
Fischer, Matthias J., (2003)
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Tukey-type distributions in the context of financial data
Fischer, Matthias, (2003)
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Tukey-type distributions in the context of financial data
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