Partially adaptive and robust estimation of asset models : accommodating skewness and kurtosis in returns
Year of publication: |
February 2017
|
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Authors: | McDonald, James B. ; Michelfelder, Richard A. |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 1, p. 219-237
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Subject: | EGB | SGT | IHS | g-and-h | Flexible Densities | Robust Estimation | Statistische Verteilung | Statistical distribution | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income |
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