Pages that link to "Item:Q5190583"
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The following pages link to Tailoring the Gaussian Law for Excess Kurtosis and Skewness by Hermite Polynomials (Q5190583):
Displayed 7 items.
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
- Gram-Charlier-like expansions of power-raised hyperbolic secant laws (Q1640959) (← links)
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density (Q2301231) (← links)
- Kurtosis analysis in GARCH models with Gram-Charlier-like innovations (Q2324690) (← links)
- Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence (Q2807655) (← links)
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250) (← links)
- Kurtosis-based risk parity: methodology and portfolio effects (Q6158412) (← links)