Spherical distributions arise quite naturally as multivariate versions of univariate (even) densities and prove useful in several applications. Likewise their univariate counterparts, they may not always meet the kurtosis requirements of empirical evidence. This paper devises a methodological approach which duly reshapes spherical distributions to match kurtosis requirements to due extent. This approach is tailored to the family of power-raised hyperbolic secant laws and hinges on Gram\u2013Charlier-like expansions via second-degree orthogonal polynomials
In this paper, we will tackle the issue of accounting for skewness and potentially severe excess kur...
In this paper, we will tackle the issue of accounting for skewness and potentially severe excess kur...
This article deals with the problem of tailoring distributions to embody evidence of moments and dep...
This paper carries out an investigation of the orthogonal-polynomial approach to reshaping symmetric...
Since financial series are usually heavy-tailed and skewed, research has formerly considered well-kn...
This paper carries out an investigation of the orthogonal-polynomial approach to reshaping symmetric...
This paper carries out an investigation of the orthogonal-polynomial approach to reshaping symmetric...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
This paper develops an approach based on Gram–Charlier-like expansions for modeling financial series...
The paper devises a family of leptokurtic bell-shaped distributions which is based on the hyperbolic...
The paper devises a family of leptokurtic bell-shaped distributions which is based on the hyperbolic...
The paper devises a family of leptokurtic bell-shaped distributions which is based on the hyperbolic...
In this paper, we will tackle the issue of accounting for skewness and potentially severe excess kur...
In this paper, we will tackle the issue of accounting for skewness and potentially severe excess kur...
This article deals with the problem of tailoring distributions to embody evidence of moments and dep...
This paper carries out an investigation of the orthogonal-polynomial approach to reshaping symmetric...
Since financial series are usually heavy-tailed and skewed, research has formerly considered well-kn...
This paper carries out an investigation of the orthogonal-polynomial approach to reshaping symmetric...
This paper carries out an investigation of the orthogonal-polynomial approach to reshaping symmetric...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
This paper develops an approach based on Gram–Charlier-like expansions for modeling financial series...
The paper devises a family of leptokurtic bell-shaped distributions which is based on the hyperbolic...
The paper devises a family of leptokurtic bell-shaped distributions which is based on the hyperbolic...
The paper devises a family of leptokurtic bell-shaped distributions which is based on the hyperbolic...
In this paper, we will tackle the issue of accounting for skewness and potentially severe excess kur...
In this paper, we will tackle the issue of accounting for skewness and potentially severe excess kur...
This article deals with the problem of tailoring distributions to embody evidence of moments and dep...