Jurić, Višnja - In: ENTRENOVA - ENTerprise REsearch InNOVAtion Conference 10 (2024) 1, pp. 73-83
The article deals with modelling of two-dimensional financial data set using Weibull distribution extended to two-dimensional setting. The generalization in two dimensions is not direct, it goes through representation of one-dimensional asymmetric Laplace distribution. The characteristics of the...