A comparison of the GB2 and skewed generalized log-t distributions with an application in finance
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Publication:6199642
DOI10.1016/j.jeconom.2021.01.003OpenAlexW3132872652MaRDI QIDQ6199642
James B. McDonald, Joshua D. Higbee
Publication date: 21 March 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.01.003
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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