Generalized Tukey-type distributions with application to financial and teletraffic data
Year of publication: |
2010
|
---|---|
Authors: | Fischer, Matthias |
Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 1, p. 41-56
|
Publisher: |
Springer |
Subject: | Kurtosis transformation | H-transformation | Leptokurtosis |
-
A note on the construction of generalized Tukey-type transformations
Fischer, Matthias J., (2006)
-
A note on the construction of generalized Tukey-type transformations
Fischer, Matthias J., (2006)
-
Fischer, Matthias, (2012)
- More ...
-
Fischer, Matthias, (1996)
-
The Esscher-EGB2 option pricing model
Fischer, Matthias, (2000)
-
The folded EGB2 distribution and its apllication to financial return data
Fischer, Matthias, (2000)
- More ...