Zinde-Walsh, Victoria; Zhu, Dongming - Department of Economics, McGill University - 2007
The new distribution class, Asymmetric Exponential Power Distribution (AEPD), proposed in this paper generalizes the class of Skewed Exponential Power Distributions (SEPD) in a way that in addition to skewness introduces diĀ¤erent decay rates of density in the left and right tails. Our...