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The English Premier League is often quoted as being the ‘best football league in the world’, a mix of British born and international stars showing off their skills almost every week. With around 25 % of Premier League players being from ethnic minority backgrounds, it is arguably one of the...
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For the first time, an extreme value analysis is provided for financial data from Africa. The results of analysis show evidence of emerging economies in Africa. Copyright Springer Science+Business Media Dordrecht 2014
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Papastathopoulos and Tawn [Papastathopoulos, I., Tawn, J.A., 2013. A generalized Student’s t-distribution. Statistics & Probability Letters 83, 70–77] proposed a generalization of Student’s t distribution to account for negative degrees of freedom. Here, an alternative distribution that...
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Following up on the work of Nadarajah and Teimouri [Nadarajah, S., Teimouri, M., 2012. On the characteristic function for asymmetric exponential power distributions. Econometric Reviews 31, 475–481], we derive here, for the first time, explicit closed-form expressions for the characteristic...
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