Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:41, 5 March 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
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (English)
0 references
25 May 2022
0 references
elliptical distributions
0 references
orthogonal polynomials
0 references
excess kurtosis
0 references
moments
0 references
financial returns
0 references
