Multi-tail generalized elliptical distributions for asset returns (Q3161678): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1368-423X.2009.00290.x / rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1368-423x.2009.00290.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2014459517 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1368-423X.2009.00290.X / rank | |||
Normal rank | |||
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
