The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
DOI10.1007/S00362-014-0633-3zbMATH Open1416.62579OpenAlexW1502381559MaRDI QIDQ894875FDOQ894875
Authors: Luca Bagnato, Valerio Potì, Maria Grazia Zoia 
Publication date: 24 November 2015
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-014-0633-3
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Cites Work
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- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions
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- Tailoring the Gaussian law for excess kurtosis and skewness by Hermite polynomials
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- Probability and statistics for finance.
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