Approximation of skewed and leptokurtic return distributions
Matthias Scherer, Svetlozar T. Rachev, Young Shin Kim and Frank J. Fabozzi
| Year of publication: |
2012
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|---|---|
| Authors: | Scherer, Matthias ; Račev, Svetlozar T. ; Kim, Young Shin ; Fabozzi, Frank J. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 16/18, p. 1305-1316
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| Subject: | Statistische Verteilung | Statistical distribution | Theorie | Theory | Kapitaleinkommen | Capital income | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009625374