Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation (Q652384): Difference between revisions

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Latest revision as of 17:28, 4 July 2024

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Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation
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    Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation (English)
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    14 December 2011
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    family of skewed distributions
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    skewness
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    transformation of random variables
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    Lambert \(W\)
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    latent variables
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    stylized facts of asset returns
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    value at risk
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    GARCH
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    Identifiers

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