The empirical distributions of many financial asset returns and stock indexes present a leptokurtic and skewed shape which goes along with accentuated peakedness, fat tails and slimness of shoulders and a peak turned toward the longer tail. As in this case the celebrated Gaussian law fails to provide a valuable paradigm, research has first moved outside, looking at Gaussian-like leptokurtic distributions, and only recently has run back over the idea of reshaping the parent (Gaussian) density from \u201cinside\u201d, via (Hermite) orthogonal polynomials. In this paper the two approaches are combined to investigate the linear-hyperbolic (LH) leptokurtic distribut...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
This article deals with the problem of tailoring distributions to embody evidence of moments and dep...
This article deals with the problem of tailoring distributions to embody evidence of moments and dep...
The empirical distributions of many financial asset returns and stock indexes present a leptokur...
The empirical distributions of many financial asset returns and stock indexes show a leptokurtic and...
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...
In this paper, we will tackle the issue of accounting for skewness and potentially severe excess ku...
The paper aims at reshaping the normal law to account for tail-thickness and asymmetry, of which the...
The paper aims at reshaping the normal law to account for tail-thickness and asymmetry, of which the...
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...
Risk measures, including Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall), turn out to b...
Risk measures, including Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall), turn out to b...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
This article deals with the problem of tailoring distributions to embody evidence of moments and dep...
This article deals with the problem of tailoring distributions to embody evidence of moments and dep...
The empirical distributions of many financial asset returns and stock indexes present a leptokur...
The empirical distributions of many financial asset returns and stock indexes show a leptokurtic and...
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...
In this paper, we will tackle the issue of accounting for skewness and potentially severe excess ku...
The paper aims at reshaping the normal law to account for tail-thickness and asymmetry, of which the...
The paper aims at reshaping the normal law to account for tail-thickness and asymmetry, of which the...
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...
Risk measures, including Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall), turn out to b...
Risk measures, including Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall), turn out to b...
Since financial series are usually heavy tailed and skewed, research has formerly considered well-kn...
This article deals with the problem of tailoring distributions to embody evidence of moments and dep...
This article deals with the problem of tailoring distributions to embody evidence of moments and dep...
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