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

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scientific article; zbMATH DE number 7532286
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Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns
scientific article; zbMATH DE number 7532286

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    Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (English)
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    25 May 2022
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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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