A Polynomial Logistic Distribution and its Applications in Finance
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Publication:2876187
DOI10.1080/03610926.2013.781651zbMath1328.60036OpenAlexW1991233592MaRDI QIDQ2876187
Vasileios M. Koutras, Markos V. Koutras, Konstantinos Drakos
Publication date: 18 August 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.781651
order statisticsforeign exchange ratesskew distributionslogit transformationgeneralized logistic distribution
Applications of statistics to economics (62P20) Point estimation (62F10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Stochastic models in economics (91B70)
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