Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? |
scientific article |
Statements
Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (English)
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3 February 2015
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goodness-of-fit
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risk measurement
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skew-normal
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skew-Student
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asset management
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