Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns-Reference-Cited by-同舟云学术

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Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns

Published:2020-04-27 Issue:2 Volume:51 Page:486-500
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Bagnato Luca¹^ORCID,Punzo Antonio²^ORCID,Zoia Maria Grazia³^ORCID

Affiliation:

1. Dipartimento di Scienze Economiche e Sociali, Università Cattolica del Sacro Cuore, Piacenza, Italy

2. Dipartimento di Economia e Impresa, Università di Catania, Catania, Italy

3. Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Milan, Italy

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2020.1751202

Reference23 articles.

1. A new look at the statistical model identification

2. Nonnormal Multivariate Distributions: Inference Based on Elliptically Contoured Distributions

3. The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns

4. The multivariate leptokurtic-normal distribution and its application in model-based clustering

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions;Advances in Data Analysis and Classification;2023-09-27

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