Skew Generalized Secant Hyperbolic Distributions: Unconditional and Conditional Fit to Asset Returns
نویسندگان
چکیده
منابع مشابه
Skew Generalized Secant Hyperbolic Distributions: Unconditional and Conditional Fit to Asset Returns
A generalization of the hyperbolic secant distribution which allows for both skewness and leptokurtosis was given by Morris (1982). Recently, Vaughan (2002) proposed another flexible generalization of the hyperbolic secant distribution which has a lot of nice properties but is not able to allow for skewness. For this reason, Fischer and Vaughan (2002) additionally introduced a skewness paramete...
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ژورنال
عنوان ژورنال: Austrian Journal of Statistics
سال: 2016
ISSN: 1026-597X
DOI: 10.17713/ajs.v33i3.443