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Kurtosis transformation and kurtosis ordering
Klein, Ingo; Fischer, Matthias - 2003
Leptokurtic distributions can be generated by applying certainnon-linear transformations to a standard normal random variable. Withinthis work we derive general conditions for these transformations which guaranteethat the generated distributions are ordered with respect to the partialordering of...
Persistent link: https://www.econbiz.de/10005857558
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The Folded EGB2 distribution and its application to financial return data
Fischer, Matthias - 2000
modeling skewness absolutly greater than 2 and kurtosis higher than 9. To remove this shortcoming, an additional parameter is …
Persistent link: https://www.econbiz.de/10005857647
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Testing for Structural Breaks at Unknown Time: A Steeplechase
El-Shagi, Makram; Giesen, Sebastian - 2010
problematic than kurtosis, it has no additional effect for any of the endogenous break tests we analyze. Concerning overall …
Persistent link: https://www.econbiz.de/10010288480
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Bericht über die Lage der Finanzen der Republik Österreich
Seidel, Hans - 1972
Persistent link: https://www.econbiz.de/10000557117
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Fiscal interactions in a metropolitan area
Greene, Kenneth V.; Neenan, William B.; Scott, Claudia D. - 1974
Persistent link: https://www.econbiz.de/10000557398
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Entwicklungsunterschiede der Finanzlagen deutscher Städte zwischen 1979 und 1990
Pohlan, Jörg - 1997 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000624033
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A monetary history of the United States : 1867-1960
Friedman, Milton; Schwartz, Anna Jacobson - 1963 - 4. printing
Persistent link: https://www.econbiz.de/10000608739
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Finanzbericht / Europäische Union
Europäische Union - Luxemburg : Amt für Amtl. Veröff. der Europ. … - 1995(1996) - 2005(2006)
Persistent link: https://www.econbiz.de/10000610190
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A monetary history of Italy
Fratianni, Michele; Spinelli, Franco - 1997 - 1. publ.
Persistent link: https://www.econbiz.de/10000612413