Skewed Kotz distribution with application to financial stock returns (Q2321788)
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scientific article; zbMATH DE number 7097982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Skewed Kotz distribution with application to financial stock returns |
scientific article; zbMATH DE number 7097982 |
Statements
Skewed Kotz distribution with application to financial stock returns (English)
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23 August 2019
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Kotz distribution
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skewed T distribution
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skewed Kotz distribution
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financial returns
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value-at-risk
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average value-at-risk
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excess kurtosis
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0.7874099612236023
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0.7824556827545166
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0.7353016138076782
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0.7287822961807251
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0.7274807095527649
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