Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 37 (1991)
Issue (Month): 3 (November)
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- Fischer, Matthias J., 2000. "The Esscher-EGB2 option pricing model," Discussion Papers 31/2000, Friedrich-Alexander-University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
- Usta, Ilhan & Kantar, Yeliz Mert, 2011. "On the performance of the flexible maximum entropy distributions within partially adaptive estimation," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2172-2182, June.
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- Fischer, Matthias J. & Horn, Armin & Klein, Ingo, 2003. "Tukey-type distributions in the context of financial data," Discussion Papers 52/2003, Friedrich-Alexander-University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
- Blattenberger, Gail & Fowles, Richard, 1995. "Road closure to mitigate avalanche danger: a case study for Little Cottonwood Canyon," International Journal of Forecasting, Elsevier, vol. 11(1), pages 159-174, March.
- Fischer, Matthias J., 2000. "The folded EGB2 distribution and its application to financial return data," Discussion Papers 32/2000, Friedrich-Alexander-University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
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