On simulating non-normal distributions
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Bibliographic InfoArticle provided by Springer in its journal Psychometrika.
Volume (Year): 45 (1980)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=112911
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- Matthias Fengler & Helmut Herwartz & Christian Werner, 2010.
"A dynamic copula approach to recovering the index implied volatility skew,"
University of St. Gallen Department of Economics working paper series 2010
1132, Department of Economics, University of St. Gallen, revised Nov 2011.
- Matthias R. Fengler & Helmut Herwartz & Christian Werner, 2012. "A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(3), pages 457-493, June.
- Ke-Hai Yuan & Peter Bentler, 2002. "On robusiness of the normal-theory based asymptotic distributions of three reliability coefficient estimates," Psychometrika, Springer, vol. 67(2), pages 251-259, June.
- Ali A. Al-Subaihi, . "Simulating Correlated Multivariate Pseudorandom Numbers," Journal of Statistical Software, American Statistical Association, vol. 9(i04).
- Ken Stange & Robert Saltstone, 1992. "A computer program to construct distributions with specific degrees of skew and kurtosis," Journal of Classification, Springer, vol. 9(1), pages 141-142, January.
- Mishra, SK, 2010. "Temporal changes in the parameters of statistical distribution of journal impact factor," MPRA Paper 21263, University Library of Munich, Germany.
- Nagahara, Yuichi, 2004. "A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation," Computational Statistics & Data Analysis, Elsevier, vol. 47(1), pages 1-29, August.
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