Nadarajah, Saralees; Kotz, Samuel - In: Applied Economics Letters 14 (2007) 13, pp. 957-961
Skewed symmetric distributions have attracted a great deal of attention in the last few years. One of them, the skewed Cauchy distribution suffers from limited applicability because of the lack of finite moments. This article proposes an alternative to the skewed Cauchy distribution, which we...