Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604)

From MaRDI portal
Revision as of 21:54, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
scientific article

    Statements

    Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (English)
    0 references
    0 references
    3 February 2015
    0 references
    0 references
    goodness-of-fit
    0 references
    risk measurement
    0 references
    skew-normal
    0 references
    skew-Student
    0 references
    asset management
    0 references
    0 references