Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference34 articles.
1. Extensions of Stein’s lemma for the skew-normal distribution;Adcock;Communications in Statistics—Theory and Methods,2007
2. Asset pricing and portfolio selection based on the multivariate extended skew-student-t distribution;Adcock;Annals of Operations Research,2010
3. A class of distributions which includes the normal ones;Azzalini;Scandinavian Journal of Statistics,1985
4. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew-t distribution;Azzalini;Journal of the Royal Statistical Society: Series B,2003
5. Normal inverse Gaussian distributions and the modelling of stock returns;Barndorff-Nielsen;Scandinavian Journal of Statistics,1997
Cited by
130 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