Multi-tail generalized elliptical distributions for asset returns (Q3161678): Difference between revisions
From MaRDI portal
Latest revision as of 19:54, 20 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multi-tail generalized elliptical distributions for asset returns |
scientific article |
Statements
Multi-tail generalized elliptical distributions for asset returns (English)
0 references
15 October 2010
0 references
\(\alpha \)-stable distributions
0 references
generalized elliptical distributions
0 references
likelihood ratio test
0 references
risk management
0 references
\(t\)-distributions
0 references
varying-tail parameter
0 references