Multi-tail generalized elliptical distributions for asset returns (Q3161678): Difference between revisions
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Revision as of 09:47, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-tail generalized elliptical distributions for asset returns |
scientific article |
Statements
Multi-tail generalized elliptical distributions for asset returns (English)
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15 October 2010
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\(\alpha \)-stable distributions
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generalized elliptical distributions
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likelihood ratio test
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risk management
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\(t\)-distributions
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varying-tail parameter
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