Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250): Difference between revisions

Latest revision as of 03:16, 29 July 2024

scientific article; zbMATH DE number 7532286

Language	Label	Description	Also known as
English	Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns	scientific article; zbMATH DE number 7532286

Statements

instance of

scholarly article

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title

Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (English)

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DOI

10.1080/03610926.2020.1751202

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Communications in Statistics - Theory and Methods

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publication date

25 May 2022

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Mathematics Subject Classification ID

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elliptical distributions

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orthogonal polynomials

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excess kurtosis

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moments

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financial returns

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describes a project that uses

QRM

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R

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2020.1751202

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A new look at the statistical model identification

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Q4279796

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The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns

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The multivariate leptokurtic‐normal distribution and its application in model‐based clustering

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Semi-parametric modelling in finance: theoretical foundations

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On the theory of elliptically contoured distributions

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Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence

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Portfolio Analysis in a Stable Paretian Market

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A survey on continuous elliptical vector distributions

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Q3999358

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Q4716820

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Measures of multivariate skewness and kurtosis with applications

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Q5706744

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Q4777828

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Parametric statistical theory: with the assistance of R. Hamböker

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Q5392722

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Estimating the dimension of a model

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Learning a Mahalanobis distance metric for data clustering and classification

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Tailoring the Gaussian Law for Excess Kurtosis and Skewness by Hermite Polynomials

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Sitelinks

Mathematics(1 entry)

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+The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
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+The multivariate leptokurtic‐normal distribution and its application in model‐based clustering
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+Semi-parametric modelling in finance: theoretical foundations
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+On the theory of elliptically contoured distributions
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+Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence
+Normal rank
@@ Property / cites work @@
+Portfolio Analysis in a Stable Paretian Market
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+Normal rank
@@ Property / cites work @@
+A survey on continuous elliptical vector distributions
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+Normal rank
@@ Property / cites work @@
+Q4716820
@@ Property / cites work: Q4716820 / rank @@
+Normal rank
@@ Property / cites work @@
+Measures of multivariate skewness and kurtosis with applications
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4777828
@@ Property / cites work: Q4777828 / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric statistical theory: with the assistance of R. Hamböker
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@@ Property / cites work @@
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+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Learning a Mahalanobis distance metric for data clustering and classification
+Normal rank
@@ Property / cites work @@
+Tailoring the Gaussian Law for Excess Kurtosis and Skewness by Hermite Polynomials
+Normal rank