A skew and leptokurtic distribution with polynomial tails and characterizing functions in closed form
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More about this item
Keywords
hyperbolic secant distribution; SU-transformation; skewness; leptokurtosis; polynomial tails;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2012-07-23 (Econometrics)
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