A Polynomial Logistic Distribution and its Applications in Finance

DOI10.1080/03610926.2013.781651zbMath1328.60036OpenAlexW1991233592MaRDI QIDQ2876187

Vasileios M. Koutras, Markos V. Koutras, Konstantinos Drakos

Publication date: 18 August 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.781651

zbMATH Keywords

order statisticsforeign exchange ratesskew distributionslogit transformationgeneralized logistic distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Stochastic models in economics (91B70)

Related Items (1)

A generalized polynomial-logistic distribution and applications

Cites Work

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