Skewed Kotz distribution with application to financial stock returns (Q2321788)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skewed Kotz distribution with application to financial stock returns |
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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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