Showing 1 - 10 of 38
Persistent link: https://www.econbiz.de/10006550192
Persistent link: https://www.econbiz.de/10005178912
Persistent link: https://www.econbiz.de/10005598085
Persistent link: https://www.econbiz.de/10007301041
Persistent link: https://www.econbiz.de/10003603011
Persistent link: https://www.econbiz.de/10002222504
Persistent link: https://www.econbiz.de/10002222549
Persistent link: https://www.econbiz.de/10010936059
We introduce a new skewed and leptokurtic distribution derived from the hyperbolic secant distribution and Johnson's S transformation. Properties of this new distribution are given. Finally, we empirically demonstrate in the context of financial return data that its exibility is comparable to...
Persistent link: https://www.econbiz.de/10010954442
Persistent link: https://www.econbiz.de/10005155557