Tukey-Type Distributions in the Context of Financial Data

DOI10.1080/03610920500476382zbMath1118.62015OpenAlexW1994637741MaRDI QIDQ3435956

Armin Horn, Matthias Fischer, Ingo Klein

Publication date: 8 May 2007

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

Full work available at URL: http://hdl.handle.net/10419/29584

zbMATH Keywords

tablesvariable transformationkurtosisskewnessnormal transformationfinancial return data

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (9)

Likelihood-free Bayesian estimation of multivariate quantile distributions ⋮ Parameter estimation of Tukey-type distributions: A comparative analysis ⋮ Power kurtosis transformations: definition, properties and ordering ⋮ Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach ⋮ On Families of Distributions with Shape Parameters ⋮ Multiple imputation using multivariateghtransformations ⋮ Generalized Tukey-type distributions with application to financial and teletraffic data ⋮ Generalized Control Charts for Non-Normal Data Usingg-and-kDistributions ⋮ Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function

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