Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (Q2514604)
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scientific article; zbMATH DE number 6395357
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| English | Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? |
scientific article; zbMATH DE number 6395357 |
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Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models? (English)
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3 February 2015
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goodness-of-fit
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risk measurement
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skew-normal
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skew-Student
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asset management
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0.7625390291213989
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0.7607492208480835
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0.7549046874046326
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0.749993085861206
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0.7431088089942932
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