The mixture of left-right truncated normal distributions
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Publication:2272108
DOI10.1016/j.jspi.2009.04.010zbMath1167.62367MaRDI QIDQ2272108
Joan del Castillo, Jalila Daoudi
Publication date: 5 August 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.04.010
normal inverse Gaussian distribution; coefficient of variation; heavy tailed distributions; return distributions
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E15: Exact distribution theory in statistics
91B24: Microeconomic theory (price theory and economic markets)
Cites Work