Nadarajah, Saralees; Chan, Stephen; Afuecheta, Emmanuel - In: Economics Letters 121 (2013) 2, pp. 271-274
Following up on the work of Nadarajah and Teimouri [Nadarajah, S., Teimouri, M., 2012. On the characteristic function for asymmetric exponential power distributions. Econometric Reviews 31, 475–481], we derive here, for the first time, explicit closed-form expressions for the characteristic...
