Skew Generalized Secant Hyperbolic Distributions: Unconditional and Conditional Fit to Asset Returns

Fischer M (2004)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2004

Journal

Austrian Journal of Statistics Österreichische Statistische Gesellschaft

Book Volume: 33

Pages Range: 293-304

Journal Issue: 3

DOI: 10.17713/ajs.v33i3.443

Open Access Link: http://www.stat.tugraz.at/AJS/ausg043/043Fischer.pdf

Authors with CRIS profile

Matthias Fischer Fachbereich Wirtschaftswissenschaften

How to cite

APA:

Fischer, M. (2004). Skew Generalized Secant Hyperbolic Distributions: Unconditional and Conditional Fit to Asset Returns. Austrian Journal of Statistics, 33(3), 293-304. https://doi.org/10.17713/ajs.v33i3.443

MLA:

Fischer, Matthias. "Skew Generalized Secant Hyperbolic Distributions: Unconditional and Conditional Fit to Asset Returns." Austrian Journal of Statistics 33.3 (2004): 293-304.

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